+199.4%
EWT vs CART
+21.6%
+177.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.0% |
| 7D | +4.0% | +1.0% | +2.9% | +3.8% |
| 30D | +10.3% | +12.6% | -2.3% | +8.7% |
| 3M | +6.1% | +23.1% | -17.0% | +3.3% |
| 6M | +56.6% | +39.5% | +17.1% | +49.5% |
| YTD | +76.6% | +13.5% | +63.0% | +72.9% |
| 1Y | +97.9% | +14.9% | +83.0% | +92.8% |
| All | +199.4% | +21.6% | +177.8% | +172.1% |
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