+3.8%
BA vs CART
+21.6%
-17.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +1.2% | +1.0% | +0.1% | +1.0% |
| 30D | -11.6% | +12.6% | -24.2% | -12.8% |
| 3M | -2.4% | +23.1% | -25.5% | -4.6% |
| 6M | -6.6% | +39.5% | -46.2% | -10.1% |
| YTD | -2.2% | +13.5% | -15.8% | -4.3% |
| 1Y | -8.0% | +14.9% | -22.9% | -10.3% |
| All | +3.8% | +21.6% | -17.8% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling