+72.5%
CART vs TECH
+4.3%
+68.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +28.6% | +0.3% | +28.2% | +28.5% |
| 3M | +29.1% | +1.3% | +27.7% | +28.8% |
| 6M | +44.7% | +54.0% | -9.2% | +34.8% |
| YTD | +29.2% | +24.3% | +4.9% | +24.3% |
| 1Y | +66.2% | +25.8% | +40.3% | +59.2% |
| 3Y | +112.8% | +26.0% | +86.9% | +85.0% |
| All | +72.5% | +4.3% | +68.2% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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