+62.4%
CART vs EXEL
+92.4%
-30.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +1.4% | +9.8% | -8.4% | +0.2% |
| 30D | +29.7% | +23.6% | +6.1% | +26.1% |
| 3M | +29.7% | +29.9% | -0.2% | +25.0% |
| 6M | +36.8% | +64.7% | -27.9% | +30.1% |
| YTD | +31.7% | +66.0% | -34.3% | +24.6% |
| 1Y | +62.4% | +92.0% | -29.6% | +51.8% |
| All | +62.4% | +92.4% | -30.0% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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