+85.4%
BAC vs CART
+38.4%
+47.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.2% | +3.0% | -4.1% | -1.4% |
| 30D | -7.7% | +28.6% | -36.2% | -9.9% |
| 3M | -21.2% | +29.1% | -50.2% | -23.3% |
| 6M | -6.8% | +44.7% | -51.6% | -10.7% |
| YTD | -8.7% | +29.2% | -37.9% | -11.7% |
| 1Y | -5.3% | +66.2% | -71.4% | -11.3% |
| 3Y | +87.4% | +112.8% | -25.4% | +66.9% |
| All | +85.4% | +38.4% | +47.0% | +68.5% |
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