+72.5%
CART vs EFX
-0.1%
+72.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +3.0% | +2.7% | +0.3% | +2.3% |
| 30D | +28.6% | +33.1% | -4.6% | +19.6% |
| 3M | +29.1% | +8.2% | +20.9% | +26.2% |
| 6M | +44.7% | +10.2% | +34.6% | +40.6% |
| YTD | +29.2% | -11.8% | +41.0% | +30.4% |
| 1Y | +66.2% | -6.1% | +72.2% | +65.6% |
| 3Y | +112.8% | +7.5% | +105.3% | +101.5% |
| All | +72.5% | -0.1% | +72.5% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling