+227.5%
EWY vs CART
+11.0%
+216.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.8% |
| 7D | +6.7% | -9.5% | +16.2% | +7.8% |
| 30D | +17.0% | -7.8% | +24.7% | +17.9% |
| 3M | +3.7% | +10.4% | -6.8% | +2.1% |
| 6M | +42.5% | +20.1% | +22.4% | +38.6% |
| YTD | +96.2% | +3.7% | +92.5% | +93.9% |
| 1Y | +160.4% | +2.6% | +157.8% | +156.7% |
| All | +227.5% | +11.0% | +216.4% | +196.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling