+42.4%
EW vs CART
+39.2%
+3.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +9.3% | +0.3% | +9.0% | +9.2% |
| 30D | +22.1% | +22.4% | -0.4% | +20.4% |
| 3M | +13.0% | +15.6% | -2.6% | +11.8% |
| 6M | +30.1% | +44.9% | -14.8% | +26.8% |
| YTD | +22.0% | +30.0% | -8.0% | +19.6% |
| 1Y | +23.7% | +56.6% | -32.9% | +19.8% |
| 3Y | +62.0% | +131.9% | -69.9% | +46.4% |
| All | +42.4% | +39.2% | +3.2% | +31.0% |
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