+74.7%
CART vs VICR
+168.0%
-93.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.8% |
| 7D | +1.3% | +8.3% | -7.0% | +0.9% |
| 30D | +19.2% | -35.2% | +54.3% | +21.2% |
| 3M | +17.6% | -29.8% | +47.4% | +18.5% |
| 6M | +47.4% | -48.6% | +95.9% | +50.1% |
| YTD | +30.9% | +45.1% | -14.2% | +16.3% |
| 1Y | +46.0% | +79.6% | -33.6% | +25.6% |
| 3Y | +130.3% | +335.4% | -205.1% | +51.8% |
| All | +74.7% | +168.0% | -93.3% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling