+71.5%
CART vs ED
+46.7%
+24.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.4% |
| 7D | +1.2% | +5.2% | -4.0% | +1.2% |
| 30D | +27.1% | +15.5% | +11.6% | +27.0% |
| 3M | +27.4% | +13.0% | +14.4% | +27.3% |
| 6M | +32.1% | +13.1% | +19.0% | +32.0% |
| YTD | +28.5% | +25.3% | +3.2% | +28.2% |
| 1Y | +58.8% | +30.5% | +28.3% | +58.1% |
| 3Y | +114.8% | +49.3% | +65.4% | +100.1% |
| All | +71.5% | +46.7% | +24.7% | +59.8% |
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