+135.1%
BAC vs CART
+21.6%
+113.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.1% | +1.0% | 0.0% | +1.0% |
| 30D | -0.4% | +12.6% | -13.0% | -1.7% |
| 3M | +16.9% | +23.1% | -6.2% | +14.1% |
| 6M | +26.6% | +39.5% | -12.9% | +21.4% |
| YTD | +15.8% | +13.5% | +2.3% | +13.6% |
| 1Y | +27.2% | +14.9% | +12.3% | +24.2% |
| All | +135.1% | +21.6% | +113.5% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling