+56.6%
CART vs ESTC
+0.3%
+56.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -0.4% |
| 7D | +1.5% | -1.2% | +2.7% | +1.7% |
| 30D | +22.4% | -8.1% | +30.5% | +24.4% |
| 3M | +16.5% | +20.2% | -3.6% | +11.2% |
| 6M | +44.9% | +72.7% | -27.9% | +28.3% |
| YTD | +30.0% | +19.6% | +10.3% | +18.3% |
| All | +56.6% | +0.3% | +56.3% | +48.3% |
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