+72.5%
CART vs VRSN
+57.9%
+14.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +28.6% | +4.9% | +23.6% | +27.0% |
| 3M | +29.1% | +5.8% | +23.2% | +27.3% |
| 6M | +44.7% | +12.6% | +32.2% | +40.6% |
| YTD | +29.2% | +28.2% | +1.0% | +22.3% |
| 1Y | +66.2% | +30.4% | +35.7% | +56.7% |
| 3Y | +112.8% | +54.6% | +58.2% | +95.7% |
| All | +72.5% | +57.9% | +14.6% | +50.5% |
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