+24.5%
EXC vs CART
+39.2%
-14.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.7% | +1.5% | -3.2% | -1.8% |
| 30D | +9.3% | +22.4% | -13.1% | +8.8% |
| 3M | +1.0% | +16.5% | -15.5% | +0.7% |
| 6M | +5.9% | +44.9% | -38.9% | +5.1% |
| YTD | +7.6% | +30.0% | -22.3% | +6.9% |
| 1Y | +2.4% | +59.1% | -56.7% | +1.2% |
| 3Y | +30.2% | +138.8% | -108.6% | +23.4% |
| All | +24.5% | +39.2% | -14.7% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling