+14.9%
CART vs ED
+12.4%
+2.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.4% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +12.6% | -0.1% | +12.8% | +12.6% |
| 3M | +23.1% | +3.9% | +19.2% | +23.6% |
| 6M | +39.5% | -3.0% | +42.6% | +39.4% |
| YTD | +13.5% | +10.7% | +2.9% | +17.0% |
| 1Y | +14.9% | +13.3% | +1.5% | +19.1% |
| All | +14.9% | +12.4% | +2.4% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling