+161.6%
EWY vs CART
+133.8%
+27.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.6% |
| 7D | +10.4% | +1.2% | +9.2% | +10.3% |
| 30D | -12.7% | +17.8% | -30.5% | -14.2% |
| 3M | -17.3% | +20.7% | -38.0% | -19.0% |
| 6M | -18.6% | +49.7% | -68.3% | -22.4% |
| YTD | +49.5% | +30.0% | +19.5% | +44.3% |
| 1Y | +55.0% | +48.4% | +6.6% | +46.6% |
| All | +161.6% | +133.8% | +27.8% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling