+74.7%
CART vs VMC
+38.1%
+36.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.6% | -4.3% | +3.7% | +0.4% |
| 30D | +23.1% | +16.2% | +6.9% | +18.5% |
| 3M | +19.2% | -0.8% | +20.0% | +19.2% |
| 6M | +45.7% | +1.2% | +44.5% | +44.7% |
| YTD | +30.9% | +0.5% | +30.4% | +28.9% |
| 1Y | +50.2% | -2.9% | +53.1% | +49.3% |
| 3Y | +133.5% | +37.3% | +96.2% | +101.7% |
| All | +74.7% | +38.1% | +36.6% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling