+73.5%
CART vs EAT
+535.6%
-462.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +1.2% | -7.1% | +8.3% | +2.0% |
| 30D | +17.8% | -2.3% | +20.1% | +17.9% |
| 3M | +20.7% | -19.6% | +40.3% | +23.3% |
| 6M | +49.7% | +46.0% | +3.7% | +42.2% |
| YTD | +30.0% | +37.7% | -7.7% | +23.4% |
| 1Y | +48.4% | +73.8% | -25.4% | +35.3% |
| 3Y | +132.0% | +482.1% | -350.1% | +53.9% |
| All | +73.5% | +535.6% | -462.1% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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