-58.2%
TE vs CART
+39.2%
-97.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -10.5% | +1.5% | -12.1% | -10.8% |
| 30D | -32.4% | +22.4% | -54.9% | -37.1% |
| 3M | -60.9% | +16.5% | -77.4% | -63.3% |
| 6M | -62.8% | +44.9% | -107.7% | -68.4% |
| YTD | -65.7% | +30.0% | -95.7% | -69.9% |
| 1Y | -39.9% | +59.1% | -99.0% | -51.9% |
| 3Y | +10.6% | +138.8% | -128.2% | -36.9% |
| All | -58.2% | +39.2% | -97.4% | -72.9% |
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 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