+96.7%
BAC vs CART
+137.8%
-41.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | -6.7% | +22.4% | -29.1% | -8.5% |
| 3M | -20.2% | +15.6% | -35.9% | -21.5% |
| 6M | -0.2% | +44.9% | -45.1% | -4.3% |
| YTD | -6.4% | +30.0% | -36.4% | -9.4% |
| 1Y | -3.1% | +56.6% | -59.7% | -8.5% |
| 3Y | +96.7% | +131.9% | -35.2% | +73.8% |
| All | +96.7% | +137.8% | -41.0% | +73.8% |
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