+71.5%
CART vs EXPD
+66.3%
+5.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.0% | -1.5% |
| 7D | +1.2% | -4.8% | +6.0% | +2.2% |
| 30D | +27.1% | -1.5% | +28.6% | +27.5% |
| 3M | +27.4% | +4.1% | +23.3% | +26.4% |
| 6M | +32.1% | +24.0% | +8.1% | +26.4% |
| YTD | +28.5% | +27.4% | +1.1% | +21.3% |
| 1Y | +58.8% | +38.4% | +20.4% | +47.0% |
| 3Y | +114.8% | +73.2% | +41.6% | +79.4% |
| All | +71.5% | +66.3% | +5.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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