+52.2%
EWT vs CART
+51.1%
+1.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.2% |
| 7D | -5.0% | +1.5% | -6.5% | -4.9% |
| 30D | -16.3% | +22.4% | -38.7% | -16.2% |
| 3M | -7.2% | +16.5% | -23.7% | -7.1% |
| 6M | -0.5% | +44.9% | -45.4% | -0.4% |
| YTD | +50.6% | +30.0% | +20.6% | +48.1% |
| All | +52.2% | +51.1% | +1.1% | +47.5% |
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 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