+62.4%
CART vs ESI
+27.8%
+34.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +1.3% |
| 7D | +1.4% | -6.6% | +7.9% | +1.0% |
| 30D | +29.7% | -10.9% | +40.6% | +28.9% |
| 3M | +29.7% | -13.8% | +43.5% | +29.2% |
| 6M | +36.8% | -21.5% | +58.3% | +36.1% |
| YTD | +31.7% | +34.7% | -3.0% | +27.7% |
| 1Y | +62.4% | +24.9% | +37.5% | +59.1% |
| All | +62.4% | +27.8% | +34.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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