+74.7%
CART vs ET
+79.7%
-5.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.3% | +2.5% | -1.2% | +0.5% |
| 30D | +19.2% | -2.5% | +21.6% | +19.9% |
| 3M | +17.6% | -4.9% | +22.4% | +19.1% |
| 6M | +47.4% | -0.1% | +47.4% | +46.4% |
| YTD | +30.9% | +26.2% | +4.7% | +17.7% |
| 1Y | +46.0% | +25.2% | +20.8% | +31.8% |
| 3Y | +130.3% | +84.2% | +46.1% | +58.1% |
| All | +74.7% | +79.7% | -5.0% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling