-28.3%
BAX vs CART
+39.2%
-67.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.6% | +0.3% | +3.4% | +3.6% |
| 30D | +8.5% | +22.4% | -13.9% | +6.1% |
| 3M | -4.9% | +15.6% | -20.5% | -6.5% |
| 6M | +47.0% | +44.9% | +2.1% | +41.1% |
| YTD | +38.4% | +30.0% | +8.5% | +33.9% |
| 1Y | +49.1% | +56.6% | -7.5% | +41.0% |
| 3Y | -14.9% | +131.9% | -146.8% | -28.7% |
| All | -28.3% | +39.2% | -67.5% | -35.2% |
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