+57.6%
IEFA vs CART
+38.4%
+19.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -1.6% | +3.0% | -4.5% | -1.8% |
| 30D | -1.5% | +28.6% | -30.0% | -3.3% |
| 3M | -5.2% | +29.1% | -34.3% | -7.1% |
| 6M | -1.6% | +44.7% | -46.3% | -4.5% |
| YTD | +7.7% | +29.2% | -21.5% | +5.2% |
| 1Y | +12.2% | +66.2% | -53.9% | +7.1% |
| 3Y | +62.1% | +112.8% | -50.8% | +49.0% |
| All | +57.6% | +38.4% | +19.2% | +45.8% |
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