+62.4%
CART vs VMC
+3.7%
+58.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.3% |
| 7D | +1.4% | +12.3% | -11.0% | +0.8% |
| 30D | +29.7% | +21.2% | +8.4% | +28.0% |
| 3M | +29.7% | +4.6% | +25.1% | +29.0% |
| 6M | +36.8% | +3.9% | +32.9% | +36.6% |
| YTD | +31.7% | +5.0% | +26.7% | +35.2% |
| 1Y | +62.4% | +2.6% | +59.8% | +66.5% |
| All | +62.4% | +3.7% | +58.7% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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