+73.5%
CART vs EFX
-0.8%
+74.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +22.4% | +29.1% | -6.7% | +14.7% |
| 3M | +15.6% | +4.3% | +11.4% | +13.9% |
| 6M | +44.9% | +7.7% | +37.2% | +41.4% |
| YTD | +30.0% | -12.5% | +42.5% | +31.4% |
| 1Y | +56.6% | -8.8% | +65.5% | +57.0% |
| 3Y | +131.9% | +4.3% | +127.6% | +120.2% |
| All | +73.5% | -0.8% | +74.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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