+62.4%
CART vs USFR
+4.1%
+58.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | +0.1% | +1.3% | -0.4% |
| 30D | +29.7% | +0.4% | +29.3% | +21.6% |
| 3M | +29.7% | +1.1% | +28.7% | +7.4% |
| 6M | +36.8% | +2.0% | +34.8% | -10.0% |
| YTD | +31.7% | +3.4% | +28.3% | -31.9% |
| 1Y | +62.4% | +4.1% | +58.3% | -19.3% |
| All | +62.4% | +4.1% | +58.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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