+6.3%
CART vs TRU
-16.5%
+22.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -5.5% |
| 7D | -4.1% | -7.2% | +3.1% | -2.8% |
| 30D | -4.3% | -2.8% | -1.5% | -3.8% |
| 3M | +13.1% | +13.0% | +0.1% | +11.0% |
| 6M | +26.0% | +0.7% | +25.3% | +25.3% |
| YTD | +6.7% | -9.0% | +15.7% | +4.9% |
| 1Y | +6.3% | -16.3% | +22.6% | -1.9% |
| All | +6.3% | -16.5% | +22.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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