+138.2%
EWT vs CART
+38.4%
+99.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.9% |
| 7D | -11.7% | +3.0% | -14.7% | -12.0% |
| 30D | -23.2% | +28.6% | -51.8% | -25.3% |
| 3M | -12.5% | +29.1% | -41.6% | -15.1% |
| 6M | -5.9% | +44.7% | -50.6% | -10.2% |
| YTD | +40.5% | +29.2% | +11.3% | +35.5% |
| 1Y | +43.7% | +66.2% | -22.4% | +33.5% |
| 3Y | +136.6% | +112.8% | +23.8% | +111.7% |
| All | +138.2% | +38.4% | +99.8% | +113.3% |
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 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