+73.5%
CART vs ESI
+72.7%
+0.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.1% |
| 7D | +0.3% | -6.6% | +6.9% | +1.1% |
| 30D | +22.4% | -9.8% | +32.3% | +23.8% |
| 3M | +15.6% | -11.9% | +27.6% | +17.1% |
| 6M | +44.9% | -25.1% | +70.0% | +49.6% |
| YTD | +30.0% | +31.9% | -1.9% | +15.1% |
| 1Y | +56.6% | +19.2% | +37.4% | +42.4% |
| 3Y | +131.9% | +76.2% | +55.8% | +71.3% |
| All | +73.5% | +72.7% | +0.8% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling