+66.2%
CART vs ED
+26.3%
+39.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +0.4% |
| 7D | +3.0% | +1.6% | +1.3% | +3.0% |
| 30D | +28.6% | +13.3% | +15.3% | +29.6% |
| 3M | +29.1% | +9.7% | +19.4% | +29.6% |
| 6M | +44.7% | +12.8% | +31.9% | +45.5% |
| YTD | +29.2% | +22.3% | +6.9% | +32.9% |
| 1Y | +66.2% | +26.3% | +39.9% | +69.0% |
| All | +66.2% | +26.3% | +39.8% | +69.0% |
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