+86.6%
BAC vs CART
+37.6%
+49.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.4% |
| 7D | -2.7% | +1.2% | -3.9% | -2.8% |
| 30D | -8.0% | +27.1% | -35.1% | -10.2% |
| 3M | -20.9% | +27.4% | -48.4% | -23.0% |
| 6M | -5.4% | +32.1% | -37.5% | -8.4% |
| YTD | -8.1% | +28.5% | -36.6% | -11.0% |
| 1Y | -3.1% | +58.8% | -61.9% | -8.7% |
| 3Y | +88.1% | +114.8% | -26.6% | +67.4% |
| All | +86.6% | +37.6% | +49.0% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling