+6.3%
CART vs ET
+32.7%
-26.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.1% | -6.0% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -4.3% | +6.9% | -11.2% | -4.9% |
| 3M | +13.1% | +13.1% | 0.0% | +10.9% |
| 6M | +26.0% | +18.7% | +7.3% | +21.8% |
| YTD | +6.7% | +37.4% | -30.7% | -4.9% |
| 1Y | +6.3% | +34.8% | -28.6% | -0.4% |
| All | +6.3% | +32.7% | -26.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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