+73.5%
CART vs SPY
+76.3%
-2.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -1.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +22.4% | -3.3% | +25.7% | +25.5% |
| 3M | +16.5% | -2.4% | +18.9% | +18.6% |
| 6M | +44.9% | +2.6% | +42.3% | +41.8% |
| YTD | +30.0% | +11.2% | +18.7% | +19.0% |
| 1Y | +59.1% | +13.4% | +45.7% | +43.1% |
| 3Y | +138.8% | +79.9% | +58.9% | +21.1% |
| All | +73.5% | +76.3% | -2.8% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling