+20.2%
EFA vs CART
+5.2%
+15.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | -0.4% |
| 7D | +1.2% | -4.1% | +5.3% | +1.3% |
| 30D | -0.7% | -4.3% | +3.6% | -0.6% |
| 3M | +6.4% | +13.1% | -6.7% | +6.1% |
| 6M | +11.4% | +26.0% | -14.6% | +10.6% |
| YTD | +14.0% | +6.7% | +7.3% | +13.3% |
| 1Y | +20.2% | +6.3% | +13.9% | +18.6% |
| All | +20.2% | +5.2% | +15.0% | +18.6% |
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 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