+60.5%
EFA vs CART
+39.2%
+21.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.6% |
| 7D | +1.3% | +1.2% | +0.1% | +1.2% |
| 30D | +0.5% | +17.8% | -17.3% | -0.7% |
| 3M | -4.1% | +20.7% | -24.8% | -5.5% |
| 6M | +2.4% | +49.7% | -47.3% | -0.8% |
| YTD | +10.0% | +30.0% | -20.0% | +7.4% |
| 1Y | +11.4% | +48.4% | -37.0% | +7.5% |
| 3Y | +65.4% | +132.0% | -66.6% | +51.8% |
| All | +60.5% | +39.2% | +21.3% | +48.6% |
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