+75.7%
CART vs EXR
+44.7%
+31.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.0% |
| 7D | +1.4% | +11.3% | -9.9% | -0.5% |
| 30D | +29.7% | +21.2% | +8.5% | +25.3% |
| 3M | +29.7% | +8.7% | +21.0% | +27.7% |
| 6M | +36.8% | +18.2% | +18.6% | +32.5% |
| YTD | +31.7% | +27.9% | +3.7% | +25.1% |
| 1Y | +62.4% | +28.3% | +34.1% | +54.2% |
| 3Y | +120.1% | +71.7% | +48.4% | +110.9% |
| All | +75.7% | +44.7% | +31.0% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling