+14.9%
CART vs EOSE
-49.1%
+63.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.9% | -12.1% | -1.3% |
| 7D | +1.0% | +19.0% | -18.0% | +0.9% |
| 30D | +12.6% | +1.6% | +11.0% | +12.5% |
| 3M | +23.1% | -52.0% | +75.1% | +22.9% |
| 6M | +39.5% | -42.5% | +82.1% | +39.1% |
| YTD | +13.5% | -66.1% | +79.7% | +12.4% |
| 1Y | +14.9% | -47.1% | +62.0% | +40.4% |
| All | +14.9% | -49.1% | +63.9% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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