+135.2%
EWY vs CART
+38.4%
+96.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | -10.4% | +3.0% | -13.3% | -10.6% |
| 30D | -25.4% | +28.6% | -54.0% | -27.4% |
| 3M | -16.5% | +29.1% | -45.6% | -19.0% |
| 6M | -24.7% | +44.7% | -69.4% | -28.0% |
| YTD | +40.9% | +29.2% | +11.7% | +36.0% |
| 1Y | +49.8% | +66.2% | -16.3% | +39.4% |
| 3Y | +134.8% | +112.8% | +22.0% | +109.8% |
| All | +135.2% | +38.4% | +96.8% | +107.5% |
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