+56.6%
CART vs EFX
-8.6%
+65.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +1.5% | -2.2% | +3.7% | +2.1% |
| 30D | +22.4% | +29.2% | -6.8% | +12.7% |
| 3M | +16.5% | +3.5% | +13.1% | +14.6% |
| 6M | +44.9% | +7.8% | +37.1% | +40.6% |
| YTD | +30.0% | -12.4% | +42.4% | +29.6% |
| All | +56.6% | -8.6% | +65.2% | +56.6% |
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