+62.4%
IEFA vs CART
+39.2%
+23.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.5% | +3.0% |
| 7D | +1.1% | +1.5% | -0.4% | +1.0% |
| 30D | +1.2% | +22.4% | -21.2% | -0.3% |
| 3M | -3.4% | +16.5% | -19.9% | -4.5% |
| 6M | +2.0% | +44.9% | -42.8% | -1.0% |
| YTD | +11.0% | +30.0% | -19.0% | +8.3% |
| 1Y | +15.2% | +59.1% | -43.8% | +10.4% |
| 3Y | +68.4% | +138.8% | -70.4% | +54.0% |
| All | +62.4% | +39.2% | +23.2% | +50.1% |
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