+89.4%
BAC vs CART
+39.2%
+50.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | +1.5% | +1.2% | +0.3% | +1.4% |
| 30D | -6.4% | +17.8% | -24.2% | -7.9% |
| 3M | -21.7% | +20.7% | -42.4% | -23.2% |
| 6M | +0.5% | +49.7% | -49.2% | -4.0% |
| YTD | -6.7% | +30.0% | -36.7% | -9.8% |
| 1Y | -4.7% | +48.4% | -53.1% | -9.4% |
| 3Y | +96.1% | +132.0% | -35.9% | +73.2% |
| All | +89.4% | +39.2% | +50.2% | +72.1% |
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