+73.5%
CART vs ESTC
+16.1%
+57.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -0.1% |
| 7D | +1.5% | -1.2% | +2.7% | +1.7% |
| 30D | +22.4% | -8.1% | +30.5% | +23.9% |
| 3M | +16.5% | +20.2% | -3.6% | +12.8% |
| 6M | +44.9% | +72.7% | -27.9% | +33.2% |
| YTD | +30.0% | +19.6% | +10.3% | +24.1% |
| 1Y | +59.1% | +0.3% | +58.8% | +54.7% |
| 3Y | +138.8% | +22.8% | +116.0% | +120.4% |
| All | +73.5% | +16.1% | +57.4% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling