+74.7%
CART vs EFX
-0.7%
+75.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.6% | -2.0% | +1.4% | -0.2% |
| 30D | +23.1% | +27.9% | -4.8% | +15.6% |
| 3M | +19.2% | +3.8% | +15.4% | +17.5% |
| 6M | +45.7% | +13.0% | +32.7% | +40.9% |
| YTD | +30.9% | -12.4% | +43.3% | +32.3% |
| 1Y | +50.2% | -10.4% | +60.6% | +51.1% |
| 3Y | +133.5% | +4.4% | +129.1% | +121.7% |
| All | +74.7% | -0.7% | +75.4% | +67.5% |
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