+51.5%
CART vs EFX
-6.7%
+58.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | +0.2% |
| 7D | +1.0% | -8.6% | +9.7% | +3.1% |
| 30D | +12.6% | +0.1% | +12.5% | +12.6% |
| 3M | +23.1% | +3.8% | +19.3% | +22.0% |
| 6M | +39.5% | -13.5% | +53.0% | +42.9% |
| YTD | +13.5% | -17.7% | +31.2% | +17.0% |
| 1Y | +14.9% | -25.6% | +40.4% | +19.9% |
| All | +51.5% | -6.7% | +58.2% | +48.1% |
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