+60.8%
EFA vs CART
+40.2%
+20.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +1.4% | +19.2% | -17.8% | +0.1% |
| 3M | -4.2% | +17.6% | -21.7% | -5.4% |
| 6M | +1.9% | +47.4% | -45.4% | -1.2% |
| YTD | +10.2% | +30.9% | -20.7% | +7.6% |
| 1Y | +12.8% | +46.0% | -33.2% | +9.0% |
| 3Y | +65.2% | +130.3% | -65.1% | +51.7% |
| All | +60.8% | +40.2% | +20.6% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling