+51.5%
CART vs VRSN
+49.4%
+2.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | +12.6% | -0.2% | +12.8% | +12.6% |
| 3M | +23.1% | -0.3% | +23.4% | +23.0% |
| 6M | +39.5% | +23.0% | +16.6% | +33.8% |
| YTD | +13.5% | +21.3% | -7.8% | +8.9% |
| 1Y | +14.9% | +6.7% | +8.1% | +12.1% |
| All | +51.5% | +49.4% | +2.1% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling