+72.5%
CART vs VIG
+59.8%
+12.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | +3.0% | -1.8% | +4.7% | +4.6% |
| 30D | +28.6% | +2.7% | +25.9% | +25.3% |
| 3M | +29.1% | 0.0% | +29.1% | +29.0% |
| 6M | +44.7% | +6.8% | +38.0% | +36.2% |
| YTD | +29.2% | +12.1% | +17.1% | +15.8% |
| 1Y | +66.2% | +14.8% | +51.3% | +45.0% |
| 3Y | +112.8% | +62.4% | +50.4% | +8.9% |
| All | +72.5% | +59.8% | +12.6% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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