+75.7%
CART vs ED
+45.4%
+30.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.5% |
| 7D | +1.4% | +5.4% | -4.0% | +1.3% |
| 30D | +29.7% | +16.4% | +13.3% | +29.6% |
| 3M | +29.7% | +11.9% | +17.8% | +29.6% |
| 6M | +36.8% | +11.6% | +25.2% | +36.7% |
| YTD | +31.7% | +24.1% | +7.6% | +31.4% |
| 1Y | +62.4% | +26.9% | +35.5% | +61.8% |
| 3Y | +120.1% | +47.9% | +72.1% | +105.1% |
| All | +75.7% | +45.4% | +30.4% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling