+72.5%
CART vs EAT
+564.4%
-492.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.9% |
| 7D | +3.0% | -2.6% | +5.6% | +3.2% |
| 30D | +28.6% | +11.5% | +17.1% | +26.8% |
| 3M | +29.1% | -9.1% | +38.2% | +30.0% |
| 6M | +44.7% | +40.4% | +4.3% | +38.3% |
| YTD | +29.2% | +43.9% | -14.7% | +22.0% |
| 1Y | +66.2% | +101.9% | -35.8% | +48.1% |
| 3Y | +112.8% | +489.9% | -377.0% | +41.3% |
| All | +72.5% | +564.4% | -492.0% | +10.7% |
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