+73.5%
CART vs EQX
+130.7%
-57.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | +1.2% | -8.3% | +9.5% | +1.9% |
| 30D | +17.8% | -4.7% | +22.5% | +18.0% |
| 3M | +20.7% | -10.1% | +30.8% | +21.3% |
| 6M | +49.7% | -29.9% | +79.6% | +53.1% |
| YTD | +30.0% | -26.0% | +56.1% | +30.7% |
| 1Y | +48.4% | -21.0% | +69.4% | +47.7% |
| 3Y | +132.0% | +127.7% | +4.3% | +93.4% |
| All | +73.5% | +130.7% | -57.2% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling