+40.8%
EWZ vs CART
+21.6%
+19.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | +6.5% | +1.0% | +5.4% | +6.4% |
| 30D | +4.8% | +12.6% | -7.8% | +4.2% |
| 3M | +9.9% | +23.1% | -13.2% | +8.6% |
| 6M | +1.9% | +39.5% | -37.6% | -0.1% |
| YTD | +20.3% | +13.5% | +6.8% | +19.4% |
| 1Y | +35.6% | +14.9% | +20.8% | +34.2% |
| All | +40.8% | +21.6% | +19.2% | +32.6% |
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