+71.5%
CART vs VO
+55.2%
+16.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | +0.6% |
| 7D | +1.2% | -3.3% | +4.5% | +4.2% |
| 30D | +27.1% | -1.8% | +28.9% | +29.1% |
| 3M | +27.4% | -3.4% | +30.8% | +31.2% |
| 6M | +32.1% | +3.0% | +29.1% | +28.7% |
| YTD | +28.5% | +10.7% | +17.8% | +17.0% |
| 1Y | +58.8% | +11.8% | +47.0% | +43.1% |
| 3Y | +114.8% | +60.4% | +54.4% | +26.9% |
| All | +71.5% | +55.2% | +16.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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