+46.7%
EW vs CART
+40.2%
+6.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +4.9% | +1.3% | +3.6% | +4.8% |
| 30D | +23.9% | +19.2% | +4.8% | +22.5% |
| 3M | +15.8% | +17.6% | -1.8% | +14.4% |
| 6M | +31.7% | +47.4% | -15.7% | +28.2% |
| YTD | +25.7% | +30.9% | -5.2% | +23.1% |
| 1Y | +24.4% | +46.0% | -21.5% | +21.0% |
| 3Y | +65.9% | +130.3% | -64.5% | +50.1% |
| All | +46.7% | +40.2% | +6.6% | +34.9% |
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