+71.5%
CART vs ESTC
+8.3%
+63.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.1% | +3.7% | -1.5% |
| 7D | +1.2% | -18.5% | +19.7% | +4.2% |
| 30D | +27.1% | -11.0% | +38.1% | +29.3% |
| 3M | +27.4% | +20.8% | +6.7% | +23.4% |
| 6M | +32.1% | +67.9% | -35.8% | +22.0% |
| YTD | +28.5% | +11.6% | +16.9% | +24.0% |
| 1Y | +58.8% | -3.3% | +62.1% | +55.5% |
| 3Y | +114.8% | +16.4% | +98.3% | +100.6% |
| All | +71.5% | +8.3% | +63.2% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling