+70.6%
ETN vs CART
+39.2%
+31.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -9.3% | +0.3% | -9.6% | -9.3% |
| 30D | -17.3% | +22.4% | -39.7% | -18.9% |
| 3M | -20.1% | +15.6% | -35.8% | -21.4% |
| 6M | -11.3% | +44.9% | -56.2% | -15.0% |
| YTD | +12.5% | +30.0% | -17.5% | +8.9% |
| 1Y | -5.6% | +56.6% | -62.2% | -11.4% |
| 3Y | +65.6% | +131.9% | -66.3% | +50.7% |
| All | +70.6% | +39.2% | +31.4% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling