+72.5%
CART vs EOSE
-24.3%
+96.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.9% |
| 7D | +3.0% | -7.9% | +10.9% | +3.3% |
| 30D | +28.6% | -43.9% | +72.4% | +31.7% |
| 3M | +29.1% | -55.8% | +84.9% | +33.3% |
| 6M | +44.7% | -73.4% | +118.1% | +52.2% |
| YTD | +29.2% | -84.8% | +114.0% | +37.6% |
| 1Y | +66.2% | -88.6% | +154.8% | +79.4% |
| 3Y | +112.8% | -2.8% | +115.6% | +71.0% |
| All | +72.5% | -24.3% | +96.8% | +49.3% |
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