+50.2%
CART vs SPYG
+9.1%
+41.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.3% |
| 7D | -0.6% | -1.5% | +0.9% | -0.3% |
| 30D | +23.1% | -7.2% | +30.3% | +24.7% |
| 3M | +19.2% | -4.6% | +23.8% | +20.2% |
| 6M | +45.7% | -1.2% | +46.9% | +46.4% |
| YTD | +30.9% | +9.3% | +21.6% | +29.9% |
| 1Y | +50.2% | +8.8% | +41.3% | +49.3% |
| All | +50.2% | +9.1% | +41.1% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling