-29.9%
BAX vs CART
+21.6%
-51.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.1% | +1.0% | -2.2% | -1.3% |
| 30D | -5.5% | +12.6% | -18.1% | -6.6% |
| 3M | +33.5% | +23.1% | +10.4% | +30.7% |
| 6M | +35.9% | +39.5% | -3.7% | +30.7% |
| YTD | +35.4% | +13.5% | +21.8% | +33.0% |
| 1Y | +9.8% | +14.9% | -5.1% | +7.3% |
| All | -29.9% | +21.6% | -51.5% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling