+51.7%
ELF vs CART
+60.1%
-8.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.2% | +5.6% |
| 7D | +4.0% | +3.0% | +1.0% | +3.4% |
| 30D | +10.6% | +28.6% | -18.0% | +5.0% |
| 3M | +25.8% | +29.1% | -3.3% | +19.7% |
| 6M | +89.1% | +44.7% | +44.3% | +77.3% |
| YTD | +52.7% | +29.2% | +23.5% | +38.5% |
| 1Y | +51.7% | +66.2% | -14.4% | +32.0% |
| All | +51.7% | +60.1% | -8.3% | +32.0% |
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