-6.8%
ELF vs CART
+57.6%
-64.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.7% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +6.9% | +27.1% | -20.2% | -0.4% |
| 3M | +27.2% | +27.4% | -0.2% | +18.5% |
| 6M | +84.9% | +32.1% | +52.7% | +70.8% |
| YTD | +44.5% | +28.5% | +16.0% | +36.3% |
| 1Y | -6.8% | +58.8% | -65.6% | -38.2% |
| All | -6.8% | +57.6% | -64.4% | -38.2% |
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