+40.2%
ELAN vs CART
+14.4%
+25.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.7% |
| 30D | -6.6% | +12.6% | -19.2% | -4.9% |
| 3M | -0.8% | +23.1% | -24.0% | +2.0% |
| 6M | +0.2% | +39.5% | -39.3% | +4.0% |
| YTD | +8.3% | +13.5% | -5.3% | +10.5% |
| 1Y | +40.2% | +14.9% | +25.4% | +42.1% |
| All | +40.2% | +14.4% | +25.8% | +42.1% |
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