+224.2%
EWY vs CART
+21.6%
+202.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.7% |
| 7D | +4.8% | +1.0% | +3.8% | +4.7% |
| 30D | +11.7% | +12.6% | -0.9% | +10.1% |
| 3M | -7.4% | +23.1% | -30.5% | -9.8% |
| 6M | +40.6% | +39.5% | +1.0% | +34.5% |
| YTD | +94.3% | +13.5% | +80.7% | +90.2% |
| 1Y | +164.3% | +14.9% | +149.4% | +157.3% |
| All | +224.2% | +21.6% | +202.6% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling