+48.4%
CART vs EFX
-10.6%
+59.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +1.2% | -3.6% | +4.8% | +2.2% |
| 30D | +17.8% | +25.3% | -7.5% | +9.6% |
| 3M | +20.7% | +3.8% | +16.9% | +18.6% |
| 6M | +49.7% | +12.7% | +37.0% | +44.4% |
| YTD | +30.0% | -13.1% | +43.2% | +29.1% |
| 1Y | +48.4% | -9.3% | +57.7% | +48.8% |
| All | +48.4% | -10.6% | +59.0% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling