+66.2%
CART vs VMC
+0.2%
+65.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.6% |
| 7D | +3.0% | +0.5% | +2.4% | +3.0% |
| 30D | +28.6% | +15.8% | +12.7% | +27.2% |
| 3M | +29.1% | +0.6% | +28.5% | +28.8% |
| 6M | +44.7% | -4.0% | +48.7% | +44.7% |
| YTD | +29.2% | -0.3% | +29.5% | +33.6% |
| 1Y | +66.2% | -0.5% | +66.7% | +71.2% |
| All | +66.2% | +0.2% | +65.9% | +71.2% |
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