+23.9%
EW vs CART
+60.1%
-36.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +11.0% | +3.0% | +8.1% | +10.7% |
| 30D | +19.1% | +28.6% | -9.5% | +16.4% |
| 3M | +14.4% | +29.1% | -14.7% | +11.7% |
| 6M | +22.8% | +44.7% | -22.0% | +19.1% |
| YTD | +19.8% | +29.2% | -9.4% | +18.4% |
| 1Y | +23.9% | +66.2% | -42.3% | +12.3% |
| All | +23.9% | +60.1% | -36.2% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling