+69.0%
EWJ vs CART
+21.6%
+47.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | +2.5% | +1.0% | +1.5% | +2.4% |
| 30D | +3.3% | +12.6% | -9.3% | +2.3% |
| 3M | +5.0% | +23.1% | -18.1% | +3.1% |
| 6M | +11.5% | +39.5% | -28.0% | +8.1% |
| YTD | +22.4% | +13.5% | +8.8% | +20.7% |
| 1Y | +30.2% | +14.9% | +15.3% | +28.0% |
| All | +69.0% | +21.6% | +47.4% | +57.0% |
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