-4.9%
EQT vs CART
+61.3%
-66.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.7% | -3.3% |
| 7D | -6.6% | +1.4% | -8.0% | -6.7% |
| 30D | +2.7% | +29.7% | -26.9% | +1.0% |
| 3M | -0.2% | +29.7% | -29.9% | -2.1% |
| 6M | -10.6% | +36.8% | -47.4% | -12.8% |
| YTD | -1.2% | +31.7% | -32.8% | +1.1% |
| 1Y | -4.9% | +62.4% | -67.2% | -10.8% |
| All | -4.9% | +61.3% | -66.2% | -10.8% |
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