+8.1%
EWZ vs CART
+61.3%
-53.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.7% |
| 7D | -4.1% | +1.4% | -5.4% | -4.0% |
| 30D | -25.0% | +29.7% | -54.6% | -24.7% |
| 3M | -10.6% | +29.7% | -40.4% | -10.3% |
| 6M | -16.6% | +36.8% | -53.4% | -16.1% |
| YTD | +2.5% | +31.7% | -29.2% | +4.0% |
| 1Y | +8.1% | +62.4% | -54.3% | +7.0% |
| All | +8.1% | +61.3% | -53.2% | +7.0% |
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 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