+73.5%
CART vs VRSN
+56.4%
+17.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +22.4% | +0.7% | +21.7% | +22.2% |
| 3M | +16.5% | +4.1% | +12.4% | +15.4% |
| 6M | +44.9% | +6.7% | +38.2% | +42.5% |
| YTD | +30.0% | +27.1% | +2.9% | +23.3% |
| 1Y | +59.1% | +28.0% | +31.1% | +50.6% |
| 3Y | +138.8% | +52.6% | +86.2% | +120.2% |
| All | +73.5% | +56.4% | +17.0% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling