+72.5%
CART vs SPY
+72.2%
+0.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | +3.0% | -2.7% | +5.7% | +5.0% |
| 30D | +28.6% | -5.4% | +34.0% | +34.0% |
| 3M | +29.1% | -4.1% | +33.2% | +33.2% |
| 6M | +44.7% | +0.7% | +44.0% | +43.7% |
| YTD | +29.2% | +8.7% | +20.5% | +20.5% |
| 1Y | +66.2% | +10.9% | +55.3% | +52.0% |
| 3Y | +112.8% | +75.0% | +37.8% | +10.8% |
| All | +72.5% | +72.2% | +0.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling