+145.1%
EWY vs CART
+40.2%
+104.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +4.2% | +1.3% | +2.9% | +4.1% |
| 30D | -10.7% | +19.2% | -29.8% | -12.3% |
| 3M | -20.1% | +17.6% | -37.6% | -21.5% |
| 6M | -24.3% | +47.4% | -71.7% | -27.8% |
| YTD | +46.9% | +30.9% | +16.0% | +41.5% |
| 1Y | +55.2% | +46.0% | +9.2% | +47.2% |
| 3Y | +157.0% | +130.3% | +26.6% | +127.7% |
| All | +145.1% | +40.2% | +104.9% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling