+38.4%
CART vs EQX
+186.7%
-148.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.0% |
| 7D | -9.5% | +1.7% | -11.2% | -9.6% |
| 30D | -7.8% | +11.1% | -18.8% | -8.7% |
| 3M | +10.4% | +23.1% | -12.7% | +8.1% |
| 6M | +20.1% | -21.8% | +41.9% | +21.7% |
| YTD | +3.7% | -8.1% | +11.8% | +2.6% |
| 1Y | +2.6% | +29.7% | -27.1% | -3.4% |
| All | +38.4% | +186.7% | -148.3% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling