+13.6%
EXE vs CART
+39.2%
-25.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +3.6% | +1.2% | +2.4% | +3.4% |
| 30D | -4.3% | +17.8% | -22.1% | -5.8% |
| 3M | -7.7% | +20.7% | -28.4% | -9.4% |
| 6M | -7.2% | +49.7% | -57.0% | -11.0% |
| YTD | -18.5% | +30.0% | -48.5% | -20.8% |
| 1Y | -24.4% | +48.4% | -72.7% | -27.6% |
| 3Y | +21.6% | +132.0% | -110.4% | +12.0% |
| All | +13.6% | +39.2% | -25.7% | +5.4% |
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