+8.7%
EXE vs CART
+38.4%
-29.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -6.6% | +3.0% | -9.5% | -6.8% |
| 30D | -4.0% | +28.6% | -32.6% | -6.2% |
| 3M | -7.5% | +29.1% | -36.5% | -9.8% |
| 6M | -11.7% | +44.7% | -56.4% | -15.0% |
| YTD | -22.0% | +29.2% | -51.2% | -24.1% |
| 1Y | -21.8% | +66.2% | -88.0% | -26.1% |
| 3Y | +8.0% | +112.8% | -104.8% | -0.3% |
| All | +8.7% | +38.4% | -29.7% | +0.9% |
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