+73.5%
CART vs EXEL
+227.0%
-153.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.6% |
| 7D | +1.2% | +1.6% | -0.5% | +1.1% |
| 30D | +17.8% | +17.4% | +0.4% | +16.4% |
| 3M | +20.7% | +38.6% | -17.9% | +17.8% |
| 6M | +49.7% | +41.2% | +8.5% | +46.0% |
| YTD | +30.0% | +59.3% | -29.3% | +25.8% |
| 1Y | +48.4% | +60.2% | -11.8% | +43.4% |
| 3Y | +132.0% | +232.6% | -100.6% | +123.3% |
| All | +73.5% | +227.0% | -153.4% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling