+50.3%
EW vs CART
+111.7%
-61.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.6% |
| 7D | +6.8% | +1.2% | +5.6% | +6.7% |
| 30D | +16.6% | +27.1% | -10.5% | +15.0% |
| 3M | +13.3% | +27.4% | -14.1% | +11.7% |
| 6M | +21.6% | +32.1% | -10.5% | +19.5% |
| YTD | +18.3% | +28.5% | -10.2% | +16.3% |
| 1Y | +21.7% | +58.8% | -37.1% | +18.5% |
| All | +50.3% | +111.7% | -61.4% | +39.4% |
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