+159.6%
EWT vs CART
+39.2%
+120.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.9% |
| 7D | +13.2% | +1.2% | +12.0% | +13.1% |
| 30D | -14.3% | +17.8% | -32.1% | -15.8% |
| 3M | -8.4% | +20.7% | -29.1% | -10.4% |
| 6M | +3.7% | +49.7% | -46.0% | -1.3% |
| YTD | +53.1% | +30.0% | +23.1% | +47.6% |
| 1Y | +55.5% | +48.4% | +7.1% | +47.0% |
| 3Y | +155.6% | +132.0% | +23.7% | +127.8% |
| All | +159.6% | +39.2% | +120.3% | +132.3% |
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