+18.9%
EWZ vs CART
+38.4%
-19.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -1.5% | +3.0% | -4.4% | -1.6% |
| 30D | -24.5% | +28.6% | -53.1% | -25.6% |
| 3M | -10.7% | +29.1% | -39.8% | -12.0% |
| 6M | -19.1% | +44.7% | -63.8% | -20.9% |
| YTD | +1.6% | +29.2% | -27.6% | 0.0% |
| 1Y | +4.3% | +66.2% | -61.9% | +0.7% |
| 3Y | +19.0% | +112.8% | -93.9% | +9.7% |
| All | +18.9% | +38.4% | -19.5% | +11.1% |
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