+44.9%
EW vs CART
+39.2%
+5.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +4.9% | +1.2% | +3.7% | +4.9% |
| 30D | +24.1% | +17.8% | +6.3% | +22.7% |
| 3M | +13.7% | +20.7% | -7.0% | +12.2% |
| 6M | +32.7% | +49.7% | -17.0% | +29.2% |
| YTD | +24.1% | +30.0% | -5.9% | +21.6% |
| 1Y | +23.6% | +48.4% | -24.8% | +20.1% |
| 3Y | +64.8% | +132.0% | -67.2% | +48.9% |
| All | +44.9% | +39.2% | +5.7% | +33.3% |
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