+111.6%
CART vs ESI
+64.8%
+46.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.0% | +5.6% | -1.5% |
| 7D | +1.2% | -13.1% | +14.3% | +2.8% |
| 30D | +27.1% | -18.5% | +45.6% | +30.0% |
| 3M | +27.4% | -19.6% | +47.0% | +30.4% |
| 6M | +32.1% | -29.8% | +61.9% | +37.1% |
| YTD | +28.5% | +23.9% | +4.6% | +15.4% |
| 1Y | +58.8% | +15.0% | +43.8% | +45.1% |
| All | +111.6% | +64.8% | +46.8% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling