+21.5%
ITW vs CART
+14.3%
+7.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | -0.3% |
| 7D | -0.4% | -4.1% | +3.7% | -0.3% |
| 30D | -9.4% | -4.3% | -5.1% | -9.3% |
| 3M | +7.1% | +13.1% | -6.0% | +6.5% |
| 6M | -1.9% | +26.0% | -27.9% | -3.0% |
| YTD | +10.4% | +6.7% | +3.7% | +10.1% |
| 1Y | +3.3% | +6.3% | -3.0% | +2.8% |
| All | +21.5% | +14.3% | +7.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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