+72.5%
CART vs ED
+43.3%
+29.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +2.9% | +0.6% |
| 7D | +3.0% | +1.6% | +1.3% | +2.9% |
| 30D | +28.6% | +13.3% | +15.3% | +28.5% |
| 3M | +29.1% | +9.7% | +19.4% | +29.0% |
| 6M | +44.7% | +12.8% | +31.9% | +44.5% |
| YTD | +29.2% | +22.3% | +6.9% | +29.0% |
| 1Y | +66.2% | +26.3% | +39.9% | +65.5% |
| 3Y | +112.8% | +45.0% | +67.8% | +99.1% |
| All | +72.5% | +43.3% | +29.2% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling