-2.3%
ELF vs CART
+37.6%
-39.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.8% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +6.9% | +27.1% | -20.2% | +1.0% |
| 3M | +27.2% | +27.4% | -0.2% | +20.1% |
| 6M | +84.9% | +32.1% | +52.7% | +72.4% |
| YTD | +44.5% | +28.5% | +16.0% | +34.5% |
| 1Y | -6.8% | +58.8% | -65.6% | -17.1% |
| 3Y | +14.2% | +114.8% | -100.5% | -9.8% |
| All | -2.3% | +37.6% | -39.9% | -20.3% |
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