-28.5%
BAX vs CART
+40.2%
-68.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +6.3% | +23.1% | -16.8% | +3.9% |
| 3M | -4.6% | +19.2% | -23.8% | -6.5% |
| 6M | +50.4% | +45.7% | +4.7% | +44.3% |
| YTD | +38.0% | +30.9% | +7.1% | +33.4% |
| 1Y | +44.6% | +50.2% | -5.6% | +37.4% |
| 3Y | -15.1% | +133.5% | -148.7% | -29.0% |
| All | -28.5% | +40.2% | -68.7% | -35.5% |
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