+66.2%
CART vs TRU
+2.1%
+64.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | +3.0% | +5.7% | -2.8% | +1.5% |
| 30D | +28.6% | +29.2% | -0.7% | +19.3% |
| 3M | +29.1% | +2.7% | +26.4% | +27.4% |
| 6M | +44.7% | +15.2% | +29.5% | +38.5% |
| YTD | +29.2% | -4.9% | +34.1% | +26.8% |
| 1Y | +66.2% | +3.4% | +62.7% | +57.1% |
| All | +66.2% | +2.1% | +64.0% | +57.1% |
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