+150.3%
ETR vs CART
+39.2%
+111.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +1.7% | +1.5% | +0.2% | +1.7% |
| 30D | +8.7% | +22.4% | -13.7% | +8.0% |
| 3M | +4.9% | +16.5% | -11.6% | +4.3% |
| 6M | +0.8% | +44.9% | -44.1% | -0.7% |
| YTD | +23.1% | +30.0% | -6.8% | +21.8% |
| 1Y | +17.9% | +59.1% | -41.2% | +15.3% |
| 3Y | +154.5% | +138.8% | +15.7% | +139.8% |
| All | +150.3% | +39.2% | +111.1% | +138.1% |
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