+72.5%
CART vs ESI
+65.3%
+7.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +3.0% | -8.5% | +11.5% | +4.1% |
| 30D | +28.6% | -15.7% | +44.2% | +31.2% |
| 3M | +29.1% | -18.2% | +47.3% | +32.1% |
| 6M | +44.7% | -28.8% | +73.6% | +50.5% |
| YTD | +29.2% | +26.3% | +3.0% | +15.1% |
| 1Y | +66.2% | +18.2% | +47.9% | +50.3% |
| 3Y | +112.8% | +68.1% | +44.7% | +58.2% |
| All | +72.5% | +65.3% | +7.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling