+112.8%
CART vs EFV
+84.2%
+28.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | +3.0% | -0.7% | +3.6% | +3.3% |
| 30D | +28.6% | +0.9% | +27.7% | +27.9% |
| 3M | +29.1% | -3.6% | +32.6% | +31.8% |
| 6M | +44.7% | +2.5% | +42.2% | +42.9% |
| YTD | +29.2% | +13.2% | +16.0% | +18.6% |
| 1Y | +66.2% | +20.3% | +45.8% | +45.6% |
| 3Y | +112.8% | +84.9% | +27.9% | +19.1% |
| All | +112.8% | +84.2% | +28.6% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling