+51.5%
CART vs ESI
+89.9%
-38.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.7% |
| 7D | +1.0% | +3.3% | -2.3% | +0.5% |
| 30D | +12.6% | -5.9% | +18.5% | +13.5% |
| 3M | +23.1% | -14.1% | +37.2% | +25.1% |
| 6M | +39.5% | +6.6% | +33.0% | +34.0% |
| YTD | +13.5% | +45.0% | -31.5% | -0.3% |
| 1Y | +14.9% | +41.5% | -26.6% | +0.9% |
| All | +51.5% | +89.9% | -38.3% | +11.7% |
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 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