+112.8%
CART vs SPYG
+90.1%
+22.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +3.0% | -3.6% | +6.6% | +4.9% |
| 30D | +28.6% | -11.2% | +39.7% | +36.5% |
| 3M | +29.1% | -8.1% | +37.1% | +34.6% |
| 6M | +44.7% | -3.3% | +48.0% | +46.5% |
| YTD | +29.2% | +5.5% | +23.7% | +24.0% |
| 1Y | +66.2% | +7.0% | +59.2% | +57.7% |
| 3Y | +112.8% | +89.5% | +23.3% | +0.5% |
| All | +112.8% | +90.1% | +22.7% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling