-21.4%
BAX vs CART
+111.7%
-133.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.0% |
| 7D | +9.1% | +1.2% | +8.0% | +9.1% |
| 30D | +5.3% | +27.1% | -21.8% | +3.0% |
| 3M | -6.1% | +27.4% | -33.5% | -8.2% |
| 6M | +53.3% | +32.1% | +21.2% | +49.3% |
| YTD | +34.4% | +28.5% | +5.9% | +31.0% |
| 1Y | +43.2% | +58.8% | -15.6% | +36.6% |
| All | -21.4% | +111.7% | -133.0% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling