+40.2%
CART vs EQX
+172.2%
-132.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.3% | +1.8% |
| 7D | -8.7% | -7.0% | -1.6% | -8.1% |
| 30D | -4.4% | +4.8% | -9.2% | -4.9% |
| 3M | +14.6% | +25.6% | -11.0% | +12.0% |
| 6M | +24.4% | -25.8% | +50.2% | +26.7% |
| YTD | +5.0% | -12.7% | +17.8% | +4.4% |
| 1Y | +0.5% | +14.1% | -13.5% | -3.8% |
| All | +40.2% | +172.2% | -132.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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