+51.5%
CART vs EOSE
+68.7%
-17.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.9% | -12.1% | -1.8% |
| 7D | +1.0% | +19.0% | -18.0% | 0.0% |
| 30D | +12.6% | +1.6% | +11.0% | +12.2% |
| 3M | +23.1% | -52.0% | +75.1% | +27.1% |
| 6M | +39.5% | -42.5% | +82.1% | +41.3% |
| YTD | +13.5% | -66.1% | +79.7% | +16.9% |
| 1Y | +14.9% | -47.1% | +62.0% | +12.5% |
| All | +51.5% | +68.7% | -17.2% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling