+23.1%
EW vs CART
+21.6%
+1.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -0.3% | +1.0% | -1.4% | -0.4% |
| 30D | +1.0% | +12.6% | -11.6% | +0.2% |
| 3M | +2.8% | +23.1% | -20.3% | +1.4% |
| 6M | +5.5% | +39.5% | -34.0% | +3.2% |
| YTD | +5.5% | +13.5% | -8.1% | +4.4% |
| 1Y | +11.0% | +14.9% | -3.8% | +9.7% |
| All | +23.1% | +21.6% | +1.5% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling