+73.5%
CART vs ED
+44.1%
+29.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | +0.3% | +2.1% | -1.8% | +0.3% |
| 30D | +22.4% | +12.4% | +10.0% | +22.3% |
| 3M | +15.6% | +13.1% | +2.5% | +15.6% |
| 6M | +44.9% | +14.1% | +30.8% | +44.7% |
| YTD | +30.0% | +23.1% | +6.9% | +29.7% |
| 1Y | +56.6% | +25.4% | +31.2% | +56.1% |
| 3Y | +131.9% | +47.9% | +84.1% | +115.0% |
| All | +73.5% | +44.1% | +29.4% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling