-18.9%
EXE vs CART
+61.3%
-80.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.0% |
| 7D | -4.7% | +1.4% | -6.0% | -4.7% |
| 30D | +1.0% | +29.7% | -28.7% | 0.0% |
| 3M | -5.6% | +29.7% | -35.4% | -6.7% |
| 6M | -12.3% | +36.8% | -49.1% | -13.4% |
| YTD | -19.5% | +31.7% | -51.2% | -17.2% |
| 1Y | -18.9% | +62.4% | -81.3% | -22.6% |
| All | -18.9% | +61.3% | -80.2% | -22.6% |
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 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