+66.2%
CART vs ESI
+16.5%
+49.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.7% |
| 7D | +3.0% | -8.5% | +11.5% | +2.5% |
| 30D | +28.6% | -15.7% | +44.2% | +27.5% |
| 3M | +29.1% | -18.2% | +47.3% | +28.2% |
| 6M | +44.7% | -28.8% | +73.6% | +43.4% |
| YTD | +29.2% | +26.3% | +3.0% | +25.8% |
| 1Y | +66.2% | +18.2% | +47.9% | +62.7% |
| All | +66.2% | +16.5% | +49.7% | +62.7% |
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