+75.7%
CART vs ES
+27.2%
+48.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | +1.4% | +5.3% | -4.0% | +0.5% |
| 30D | +29.7% | +8.9% | +20.7% | +27.8% |
| 3M | +29.7% | -1.9% | +31.7% | +30.1% |
| 6M | +36.8% | +3.9% | +32.9% | +35.8% |
| YTD | +31.7% | +8.3% | +23.4% | +29.5% |
| 1Y | +62.4% | -0.1% | +62.5% | +61.7% |
| 3Y | +120.1% | +46.0% | +74.0% | +92.2% |
| All | +75.7% | +27.2% | +48.6% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling