+156.6%
ETR vs CART
+135.4%
+21.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +7.7% | +23.1% | -15.4% | +7.1% |
| 3M | +5.7% | +19.2% | -13.5% | +5.1% |
| 6M | -0.3% | +45.7% | -46.0% | -1.5% |
| YTD | +23.4% | +30.9% | -7.5% | +22.3% |
| 1Y | +18.5% | +50.2% | -31.7% | +16.7% |
| All | +156.6% | +135.4% | +21.2% | +144.6% |
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 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