+73.5%
CART vs EFV
+82.3%
-8.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.3% | +2.1% | -1.9% | -1.0% |
| 30D | +22.4% | +3.1% | +19.4% | +20.2% |
| 3M | +15.6% | -1.3% | +17.0% | +16.6% |
| 6M | +44.9% | +6.0% | +38.9% | +40.0% |
| YTD | +30.0% | +15.8% | +14.2% | +17.0% |
| 1Y | +56.6% | +21.1% | +35.5% | +36.0% |
| 3Y | +131.9% | +91.0% | +40.9% | +27.4% |
| All | +73.5% | +82.3% | -8.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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