+44.6%
BAX vs CART
+54.8%
-10.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.5% |
| 3M | -4.6% | +19.2% | -23.8% | -6.0% |
| 6M | +50.4% | +45.7% | +4.7% | +47.7% |
| YTD | +38.0% | +30.9% | +7.1% | +36.9% |
| 1Y | +44.6% | +50.2% | -5.6% | +38.9% |
| All | +44.6% | +54.8% | -10.2% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling