+51.5%
CART vs TRU
+4.2%
+47.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.7% | -0.2% |
| 7D | +1.0% | -6.8% | +7.8% | +2.3% |
| 30D | +12.6% | 0.0% | +12.6% | +12.6% |
| 3M | +23.1% | +13.3% | +9.8% | +20.2% |
| 6M | +39.5% | +3.4% | +36.1% | +37.9% |
| YTD | +13.5% | -6.4% | +19.9% | +13.7% |
| 1Y | +14.9% | -9.7% | +24.6% | +15.4% |
| All | +51.5% | +4.2% | +47.3% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling