+13.0%
EXE vs CART
+39.2%
-26.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.2% |
| 30D | -0.3% | +22.4% | -22.7% | -2.2% |
| 3M | -9.3% | +15.6% | -25.0% | -10.7% |
| 6M | -7.2% | +44.9% | -52.1% | -10.7% |
| YTD | -18.9% | +30.0% | -48.9% | -21.1% |
| 1Y | -21.7% | +56.6% | -78.3% | -25.5% |
| 3Y | +21.0% | +131.9% | -110.9% | +11.5% |
| All | +13.0% | +39.2% | -26.2% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling