-30.0%
BAX vs CART
+38.4%
-68.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | +12.1% | +3.0% | +9.2% | +11.8% |
| 30D | +7.6% | +28.6% | -21.0% | +4.7% |
| 3M | -4.5% | +29.1% | -33.5% | -7.1% |
| 6M | +52.0% | +44.7% | +7.3% | +45.9% |
| YTD | +35.1% | +29.2% | +5.9% | +30.8% |
| 1Y | +43.7% | +66.2% | -22.4% | +35.0% |
| 3Y | -20.9% | +112.8% | -133.8% | -32.5% |
| All | -30.0% | +38.4% | -68.4% | -36.7% |
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 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