+126.5%
ELAN vs CART
+39.2%
+87.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | +11.4% | +1.5% | +9.9% | +11.3% |
| 30D | +17.1% | +22.4% | -5.3% | +15.2% |
| 3M | +21.3% | +16.5% | +4.8% | +19.8% |
| 6M | +13.5% | +44.9% | -31.4% | +9.8% |
| YTD | +18.6% | +30.0% | -11.4% | +15.6% |
| 1Y | +24.9% | +59.1% | -34.2% | +18.0% |
| 3Y | +161.6% | +138.8% | +22.8% | +112.5% |
| All | +126.5% | +39.2% | +87.3% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling