+57.3%
EWJ vs CART
+39.2%
+18.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.6% |
| 7D | -1.5% | +1.5% | -3.0% | -1.6% |
| 30D | -6.5% | +22.4% | -28.9% | -8.0% |
| 3M | -5.6% | +16.5% | -22.1% | -6.8% |
| 6M | -0.3% | +44.9% | -45.1% | -3.4% |
| YTD | +13.9% | +30.0% | -16.1% | +11.1% |
| 1Y | +14.6% | +59.1% | -44.5% | +9.4% |
| 3Y | +66.6% | +138.8% | -72.2% | +52.1% |
| All | +57.3% | +39.2% | +18.1% | +44.5% |
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