+13.3%
EFA vs CART
+51.1%
-37.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | +0.3% | +1.0% | +1.2% |
| 30D | +0.9% | +22.4% | -21.5% | +0.4% |
| 3M | -3.4% | +15.6% | -19.0% | -3.8% |
| 6M | +2.0% | +44.9% | -42.9% | +1.1% |
| YTD | +10.4% | +30.0% | -19.6% | +8.6% |
| 1Y | +13.3% | +56.6% | -43.4% | +9.0% |
| All | +13.3% | +51.1% | -37.9% | +9.0% |
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