+138.8%
CART vs EAT
+498.6%
-359.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.5% | -3.9% | +5.4% | +1.9% |
| 30D | +22.4% | +5.0% | +17.4% | +21.6% |
| 3M | +16.5% | -9.6% | +26.1% | +17.4% |
| 6M | +44.9% | +46.8% | -1.9% | +37.9% |
| YTD | +30.0% | +41.8% | -11.8% | +23.2% |
| 1Y | +59.1% | +98.3% | -39.2% | +42.5% |
| 3Y | +138.8% | +503.1% | -364.2% | +50.4% |
| All | +138.8% | +498.6% | -359.8% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling