+51.5%
CART vs ESTC
+18.1%
+33.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.6% |
| 7D | +1.0% | -8.1% | +9.2% | +2.2% |
| 30D | +12.6% | +31.7% | -19.1% | +7.7% |
| 3M | +23.1% | +41.1% | -17.9% | +16.5% |
| 6M | +39.5% | +77.1% | -37.5% | +27.6% |
| YTD | +13.5% | +21.7% | -8.2% | +8.2% |
| 1Y | +14.9% | +8.4% | +6.5% | +10.6% |
| All | +51.5% | +18.1% | +33.5% | +40.5% |
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 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