+75.7%
CART vs EXPD
+74.1%
+1.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +29.7% | +1.8% | +27.8% | +29.2% |
| 3M | +29.7% | +8.9% | +20.8% | +27.6% |
| 6M | +36.8% | +42.2% | -5.4% | +27.4% |
| YTD | +31.7% | +33.4% | -1.7% | +23.1% |
| 1Y | +62.4% | +47.2% | +15.2% | +48.4% |
| 3Y | +120.1% | +81.3% | +38.8% | +82.1% |
| All | +75.7% | +74.1% | +1.7% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling