+73.5%
CART vs EAT
+527.7%
-454.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.4% |
| 7D | +0.3% | -5.9% | +6.2% | +0.9% |
| 30D | +22.4% | +0.7% | +21.8% | +22.1% |
| 3M | +15.6% | -14.2% | +29.9% | +17.2% |
| 6M | +44.9% | +40.7% | +4.2% | +38.3% |
| YTD | +30.0% | +36.0% | -6.0% | +23.5% |
| 1Y | +56.6% | +83.1% | -26.4% | +41.4% |
| 3Y | +131.9% | +474.8% | -342.9% | +54.1% |
| All | +73.5% | +527.7% | -454.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling