+38.4%
CART vs EOSE
+80.4%
-42.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.7% |
| 7D | -9.5% | +15.0% | -24.4% | -10.2% |
| 30D | -7.8% | +2.5% | -10.2% | -8.2% |
| 3M | +10.4% | -33.7% | +44.1% | +12.0% |
| 6M | +20.1% | -32.7% | +52.8% | +20.6% |
| YTD | +3.7% | -63.8% | +67.5% | +6.4% |
| 1Y | +2.6% | -40.5% | +43.1% | -0.4% |
| All | +38.4% | +80.4% | -42.0% | +15.4% |
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 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