+26.2%
EWJ vs CART
+5.2%
+21.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.3% |
| 7D | +2.9% | -4.1% | +7.0% | +2.9% |
| 30D | +1.1% | -4.3% | +5.4% | +1.1% |
| 3M | +7.1% | +13.1% | -6.0% | +6.9% |
| 6M | +16.2% | +26.0% | -9.8% | +15.6% |
| YTD | +22.0% | +6.7% | +15.3% | +21.4% |
| 1Y | +26.2% | +6.3% | +19.9% | +25.2% |
| All | +26.2% | +5.2% | +21.0% | +25.2% |
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