+74.7%
CART vs EL
-22.3%
+96.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -0.6% | +0.3% | -0.8% | -0.6% |
| 30D | +23.1% | +12.3% | +10.8% | +22.0% |
| 3M | +19.2% | +28.4% | -9.2% | +16.9% |
| 6M | +45.7% | +36.7% | +8.9% | +42.3% |
| YTD | +30.9% | +8.4% | +22.5% | +29.1% |
| 1Y | +50.2% | +25.4% | +24.8% | +47.1% |
| 3Y | +133.5% | +3.4% | +130.1% | +119.0% |
| All | +74.7% | -22.3% | +96.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling