+49.1%
BAX vs CART
+51.1%
-2.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.6% |
| 3M | -4.9% | +15.6% | -20.5% | -6.2% |
| 6M | +47.0% | +44.9% | +2.1% | +44.0% |
| YTD | +38.4% | +30.0% | +8.5% | +37.8% |
| 1Y | +49.1% | +56.6% | -7.5% | +35.3% |
| All | +49.1% | +51.1% | -2.0% | +35.3% |
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