+14.5%
EXE vs CART
+40.2%
-25.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +5.3% | +1.3% | +4.0% | +5.2% |
| 30D | -2.2% | +19.2% | -21.4% | -3.8% |
| 3M | -5.9% | +17.6% | -23.4% | -7.4% |
| 6M | -5.7% | +47.4% | -53.1% | -9.4% |
| YTD | -17.8% | +30.9% | -48.7% | -20.1% |
| 1Y | -23.1% | +46.0% | -69.1% | -26.3% |
| 3Y | +21.2% | +130.3% | -109.1% | +11.6% |
| All | +14.5% | +40.2% | -25.7% | +6.2% |
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