+66.2%
CART vs ES
+1.8%
+64.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.8% |
| 7D | +3.0% | +1.9% | +1.1% | +2.7% |
| 30D | +28.6% | +7.1% | +21.5% | +27.5% |
| 3M | +29.1% | -1.9% | +31.0% | +29.1% |
| 6M | +44.7% | +4.4% | +40.4% | +44.4% |
| YTD | +29.2% | +7.3% | +21.9% | +28.9% |
| 1Y | +66.2% | +2.1% | +64.0% | +66.6% |
| All | +66.2% | +1.8% | +64.3% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling