+39.9%
EQT vs CART
+12.5%
+27.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -1.2% | -8.7% | +7.5% | 0.0% |
| 30D | +1.1% | -4.4% | +5.4% | +1.6% |
| 3M | +4.8% | +14.6% | -9.8% | +2.4% |
| 6M | -10.6% | +24.4% | -35.0% | -14.0% |
| YTD | +3.4% | +5.0% | -1.6% | +2.1% |
| 1Y | +8.7% | +0.5% | +8.1% | +7.5% |
| All | +39.9% | +12.5% | +27.4% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling