+19.3%
ECL vs CART
+49.3%
-29.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | +2.9% | +1.3% | +1.6% | +2.8% |
| 30D | +7.5% | +19.2% | -11.7% | +7.0% |
| 3M | +12.2% | +17.6% | -5.3% | +11.7% |
| 6M | +24.6% | +47.4% | -22.8% | +24.5% |
| YTD | +18.8% | +30.9% | -12.1% | +16.9% |
| 1Y | +19.3% | +46.0% | -26.6% | +19.1% |
| All | +19.3% | +49.3% | -29.9% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling