+71.5%
CART vs VMC
+38.4%
+33.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.5% |
| 7D | +1.2% | +1.9% | -0.7% | +0.8% |
| 30D | +27.1% | +14.7% | +12.4% | +22.8% |
| 3M | +27.4% | -0.3% | +27.7% | +27.3% |
| 6M | +32.1% | -1.7% | +33.8% | +32.2% |
| YTD | +28.5% | +0.7% | +27.8% | +26.5% |
| 1Y | +58.8% | +0.9% | +57.9% | +55.9% |
| 3Y | +114.8% | +40.5% | +74.2% | +85.2% |
| All | +71.5% | +38.4% | +33.1% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling