+58.6%
EWY vs CART
+54.8%
+3.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -13.1% | +23.1% | -36.2% | -13.1% |
| 3M | -11.6% | +19.2% | -30.8% | -11.6% |
| 6M | -23.4% | +45.7% | -69.0% | -23.6% |
| YTD | +52.0% | +30.9% | +21.2% | +46.2% |
| 1Y | +58.6% | +50.2% | +8.4% | +53.2% |
| All | +58.6% | +54.8% | +3.8% | +53.2% |
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