+61.5%
EFA vs CART
+40.2%
+21.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | +1.6% | +23.1% | -21.5% | 0.0% |
| 3M | -3.2% | +19.2% | -22.4% | -4.5% |
| 6M | +2.5% | +45.7% | -43.2% | -0.5% |
| YTD | +10.7% | +30.9% | -20.2% | +8.1% |
| 1Y | +12.8% | +50.2% | -37.4% | +8.7% |
| 3Y | +66.4% | +133.5% | -67.1% | +52.7% |
| All | +61.5% | +40.2% | +21.4% | +49.4% |
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