+143.9%
EWY vs CART
+39.2%
+104.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.7% |
| 7D | -6.3% | +1.5% | -7.8% | -6.4% |
| 30D | -19.8% | +22.4% | -42.2% | -21.5% |
| 3M | -14.4% | +16.5% | -31.0% | -15.9% |
| 6M | -25.3% | +44.9% | -70.2% | -28.6% |
| YTD | +46.2% | +30.0% | +16.2% | +40.9% |
| 1Y | +58.3% | +59.1% | -0.8% | +48.2% |
| 3Y | +155.0% | +138.8% | +16.2% | +125.0% |
| All | +143.9% | +39.2% | +104.7% | +115.1% |
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 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