-30.4%
BAX vs CART
+37.6%
-68.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.9% |
| 7D | +9.1% | +1.2% | +8.0% | +9.0% |
| 30D | +5.3% | +27.1% | -21.8% | +2.6% |
| 3M | -6.1% | +27.4% | -33.5% | -8.6% |
| 6M | +53.3% | +32.1% | +21.2% | +48.4% |
| YTD | +34.4% | +28.5% | +5.9% | +30.2% |
| 1Y | +43.2% | +58.8% | -15.6% | +35.1% |
| 3Y | -20.1% | +114.8% | -134.9% | -32.0% |
| All | -30.4% | +37.6% | -68.0% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling