+74.7%
CART vs VICR
+183.3%
-108.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.5% |
| 7D | -0.6% | +5.7% | -6.3% | -1.0% |
| 30D | +23.1% | -35.2% | +58.3% | +25.2% |
| 3M | +19.2% | -20.3% | +39.5% | +19.2% |
| 6M | +45.7% | -46.3% | +92.0% | +48.2% |
| YTD | +30.9% | +53.4% | -22.5% | +16.0% |
| 1Y | +50.2% | +81.6% | -31.4% | +29.7% |
| 3Y | +133.5% | +360.5% | -227.0% | +53.4% |
| All | +74.7% | +183.3% | -108.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling