+66.2%
CART vs EXR
+26.1%
+40.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +3.0% | +5.2% | -2.2% | +2.8% |
| 30D | +28.6% | +20.9% | +7.7% | +28.0% |
| 3M | +29.1% | +7.7% | +21.4% | +27.8% |
| 6M | +44.7% | +13.2% | +31.5% | +44.4% |
| YTD | +29.2% | +26.5% | +2.7% | +31.4% |
| 1Y | +66.2% | +27.2% | +39.0% | +72.4% |
| All | +66.2% | +26.1% | +40.0% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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