+72.2%
BBY vs CART
+39.2%
+33.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.6% |
| 7D | +10.5% | +1.5% | +9.0% | +10.4% |
| 30D | +22.1% | +22.4% | -0.3% | +19.4% |
| 3M | +31.0% | +16.5% | +14.4% | +28.6% |
| 6M | +83.2% | +44.9% | +38.3% | +75.8% |
| YTD | +65.1% | +30.0% | +35.1% | +59.5% |
| 1Y | +41.6% | +59.1% | -17.4% | +33.7% |
| 3Y | +95.6% | +138.8% | -43.2% | +75.7% |
| All | +72.2% | +39.2% | +33.0% | +56.2% |
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