+46.0%
CART vs EFX
-7.6%
+53.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.5% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | +19.2% | +25.1% | -5.9% | +10.9% |
| 3M | +17.6% | +1.7% | +15.9% | +16.1% |
| 6M | +47.4% | +18.4% | +29.0% | +40.9% |
| YTD | +30.9% | -12.5% | +43.4% | +29.8% |
| 1Y | +46.0% | -8.1% | +54.1% | +46.1% |
| All | +46.0% | -7.6% | +53.6% | +46.1% |
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