+72.5%
CART vs VICR
+147.5%
-75.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | +0.1% |
| 7D | +3.0% | -23.1% | +26.1% | +4.1% |
| 30D | +28.6% | -48.1% | +76.6% | +32.2% |
| 3M | +29.1% | -32.8% | +61.9% | +30.3% |
| 6M | +44.7% | -47.6% | +92.3% | +46.5% |
| YTD | +29.2% | +34.0% | -4.8% | +15.3% |
| 1Y | +66.2% | +65.0% | +1.2% | +43.6% |
| 3Y | +112.8% | +277.1% | -164.3% | +43.4% |
| All | +72.5% | +147.5% | -75.1% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling