+71.5%
CART vs EXEL
+221.7%
-150.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.1% | -2.0% |
| 7D | +1.2% | +3.8% | -2.6% | +0.9% |
| 30D | +27.1% | +17.8% | +9.3% | +25.5% |
| 3M | +27.4% | +21.2% | +6.2% | +25.5% |
| 6M | +32.1% | +54.7% | -22.6% | +28.2% |
| YTD | +28.5% | +56.8% | -28.3% | +24.4% |
| 1Y | +58.8% | +70.2% | -11.4% | +53.0% |
| 3Y | +114.8% | +227.2% | -112.4% | +107.1% |
| All | +71.5% | +221.7% | -150.2% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling