+73.5%
CART vs SPYG
+90.2%
-16.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.5% |
| 7D | +0.3% | -1.9% | +2.2% | +1.2% |
| 30D | +22.4% | -9.2% | +31.6% | +28.7% |
| 3M | +15.6% | -6.8% | +22.4% | +19.8% |
| 6M | +44.9% | -2.6% | +47.5% | +46.1% |
| YTD | +30.0% | +7.5% | +22.5% | +23.3% |
| 1Y | +56.6% | +6.7% | +50.0% | +49.1% |
| 3Y | +131.9% | +90.1% | +41.9% | +27.4% |
| All | +73.5% | +90.2% | -16.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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