+6.3%
CART vs VICR
+271.8%
-265.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.5% | -5.9% |
| 7D | -4.1% | +9.8% | -13.9% | -3.8% |
| 30D | -4.3% | -12.6% | +8.3% | -4.7% |
| 3M | +13.1% | -29.7% | +42.8% | +12.5% |
| 6M | +26.0% | +18.8% | +7.2% | +26.6% |
| YTD | +6.7% | +76.4% | -69.7% | +4.7% |
| 1Y | +6.3% | +282.4% | -276.1% | -3.7% |
| All | +6.3% | +271.8% | -265.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling