+66.2%
CART vs ESTC
-2.5%
+68.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | +0.1% |
| 7D | +3.0% | -11.5% | +14.5% | +5.5% |
| 30D | +28.6% | -7.5% | +36.1% | +30.7% |
| 3M | +29.1% | +23.1% | +6.0% | +22.3% |
| 6M | +44.7% | +75.3% | -30.6% | +27.0% |
| YTD | +29.2% | +14.1% | +15.1% | +19.8% |
| 1Y | +66.2% | -0.6% | +66.7% | +58.7% |
| All | +66.2% | -2.5% | +68.6% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling