+73.5%
CART vs ESI
+73.8%
-0.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.6% | -0.1% |
| 7D | +1.5% | -3.5% | +5.0% | +1.9% |
| 30D | +22.4% | -9.3% | +31.7% | +23.7% |
| 3M | +16.5% | -12.8% | +29.3% | +18.2% |
| 6M | +44.9% | -24.6% | +69.5% | +49.4% |
| YTD | +30.0% | +32.7% | -2.8% | +15.0% |
| 1Y | +59.1% | +20.3% | +38.8% | +44.4% |
| 3Y | +138.8% | +80.2% | +58.6% | +74.6% |
| All | +73.5% | +73.8% | -0.3% | +28.9% |
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