+72.5%
CART vs USFR
+14.7%
+57.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | +3.0% | +0.1% | +2.9% | +2.7% |
| 30D | +28.6% | +0.4% | +28.2% | +27.1% |
| 3M | +29.1% | +1.1% | +28.0% | +25.4% |
| 6M | +44.7% | +2.1% | +42.7% | +37.0% |
| YTD | +29.2% | +3.4% | +25.8% | +20.5% |
| 1Y | +66.2% | +4.1% | +62.0% | +54.5% |
| 3Y | +112.8% | +14.4% | +98.4% | +179.8% |
| All | +72.5% | +14.7% | +57.7% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling