-13.4%
BA vs CART
+41.0%
-54.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.6% | +2.0% |
| 7D | +5.9% | +1.4% | +4.5% | +5.7% |
| 30D | -8.2% | +29.7% | -37.8% | -10.7% |
| 3M | -25.4% | +29.7% | -55.1% | -27.5% |
| 6M | -20.0% | +36.8% | -56.8% | -22.9% |
| YTD | -18.5% | +31.7% | -50.1% | -21.5% |
| 1Y | -10.6% | +62.4% | -73.0% | -15.8% |
| 3Y | -9.3% | +120.1% | -129.3% | -13.9% |
| All | -13.4% | +41.0% | -54.4% | -18.0% |
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