+75.9%
ECL vs CART
+38.4%
+37.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -0.8% | +3.0% | -3.7% | -0.9% |
| 30D | +8.1% | +28.6% | -20.4% | +6.7% |
| 3M | +6.4% | +29.1% | -22.7% | +4.9% |
| 6M | +14.8% | +44.7% | -30.0% | +12.6% |
| YTD | +15.5% | +29.2% | -13.8% | +13.7% |
| 1Y | +20.1% | +66.2% | -46.0% | +16.5% |
| 3Y | +77.8% | +112.8% | -35.1% | +66.3% |
| All | +75.9% | +38.4% | +37.5% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling