+131.9%
CART vs ESTC
+19.0%
+112.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +0.5% |
| 7D | +0.3% | -3.6% | +3.8% | +0.8% |
| 30D | +22.4% | -11.2% | +33.6% | +24.6% |
| 3M | +15.6% | +14.3% | +1.3% | +12.7% |
| 6M | +44.9% | +67.0% | -22.1% | +33.4% |
| YTD | +30.0% | +15.7% | +14.3% | +24.6% |
| 1Y | +56.6% | -6.3% | +62.9% | +53.7% |
| 3Y | +131.9% | +14.5% | +117.4% | +111.5% |
| All | +131.9% | +19.0% | +112.9% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling