+72.6%
ETN vs CART
+39.2%
+33.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +5.1% |
| 7D | -1.8% | +1.5% | -3.4% | -2.0% |
| 30D | -16.4% | +22.4% | -38.8% | -17.9% |
| 3M | -19.9% | +16.5% | -36.4% | -21.2% |
| 6M | -10.3% | +44.9% | -55.2% | -14.1% |
| YTD | +13.8% | +30.0% | -16.2% | +10.1% |
| 1Y | -3.1% | +59.1% | -62.1% | -9.2% |
| 3Y | +70.1% | +138.8% | -68.7% | +54.9% |
| All | +72.6% | +39.2% | +33.4% | +55.5% |
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 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