+71.5%
CART vs ESI
+62.2%
+9.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.0% | +5.6% | -1.4% |
| 7D | +1.2% | -13.1% | +14.3% | +3.0% |
| 30D | +27.1% | -18.5% | +45.6% | +30.3% |
| 3M | +27.4% | -19.6% | +47.0% | +30.7% |
| 6M | +32.1% | -29.8% | +61.9% | +37.6% |
| YTD | +28.5% | +23.9% | +4.6% | +14.7% |
| 1Y | +58.8% | +15.0% | +43.8% | +44.4% |
| 3Y | +114.8% | +64.3% | +50.4% | +60.3% |
| All | +71.5% | +62.2% | +9.3% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling