+74.7%
CART vs EOSE
-17.0%
+91.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | +0.4% |
| 7D | +1.3% | +9.8% | -8.5% | +0.7% |
| 30D | +19.2% | -2.1% | +21.2% | +18.9% |
| 3M | +17.6% | -54.1% | +71.6% | +21.1% |
| 6M | +47.4% | -76.9% | +124.3% | +56.4% |
| YTD | +30.9% | -83.3% | +114.2% | +38.7% |
| 1Y | +46.0% | -87.4% | +133.4% | +57.0% |
| 3Y | +130.3% | +61.9% | +68.5% | +83.3% |
| All | +74.7% | -17.0% | +91.6% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling