+73.5%
CART vs EOSE
-18.3%
+91.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.5% | +0.2% |
| 7D | +1.5% | +6.8% | -5.3% | +1.1% |
| 30D | +22.4% | -25.4% | +47.8% | +23.7% |
| 3M | +16.5% | -54.7% | +71.2% | +20.2% |
| 6M | +44.9% | -76.5% | +121.4% | +53.7% |
| YTD | +30.0% | -83.6% | +113.6% | +37.9% |
| 1Y | +59.1% | -89.7% | +148.8% | +73.4% |
| 3Y | +138.8% | +38.7% | +100.1% | +89.8% |
| All | +73.5% | -18.3% | +91.7% | +49.6% |
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