+40.3%
EQT vs CART
+14.3%
+26.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +0.7% |
| 7D | -0.8% | -4.1% | +3.3% | -0.3% |
| 30D | +6.6% | -4.3% | +11.0% | +7.2% |
| 3M | +4.4% | +13.1% | -8.8% | +2.2% |
| 6M | -10.5% | +26.0% | -36.5% | -14.1% |
| YTD | +3.7% | +6.7% | -3.0% | +2.2% |
| 1Y | +9.9% | +6.3% | +3.6% | +7.8% |
| All | +40.3% | +14.3% | +26.0% | +28.6% |
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