+89.6%
BAC vs CART
+39.2%
+50.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +2.0% | +1.5% | +0.5% | +1.8% |
| 30D | -6.9% | +22.4% | -29.3% | -8.8% |
| 3M | -19.6% | +16.5% | -36.1% | -20.9% |
| 6M | -0.5% | +44.9% | -45.3% | -4.6% |
| YTD | -6.6% | +30.0% | -36.6% | -9.7% |
| 1Y | -3.0% | +59.1% | -62.0% | -8.6% |
| 3Y | +97.3% | +138.8% | -41.5% | +73.8% |
| All | +89.6% | +39.2% | +50.4% | +72.2% |
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