+161.7%
EWY vs CART
+5.2%
+156.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +0.8% |
| 7D | +8.0% | -4.1% | +12.1% | +8.2% |
| 30D | +14.3% | -4.3% | +18.7% | +14.5% |
| 3M | +2.3% | +13.1% | -10.8% | +1.5% |
| 6M | +49.9% | +26.0% | +23.8% | +47.9% |
| YTD | +95.3% | +6.7% | +88.6% | +93.3% |
| 1Y | +161.7% | +6.3% | +155.5% | +158.3% |
| All | +161.7% | +5.2% | +156.5% | +158.3% |
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 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