+8.1%
BDX vs CART
+39.2%
-31.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +7.3% | +0.3% | +7.0% | +7.3% |
| 30D | +15.7% | +22.4% | -6.7% | +14.3% |
| 3M | +19.1% | +15.6% | +3.4% | +18.0% |
| 6M | +44.1% | +44.9% | -0.8% | +40.9% |
| YTD | +42.1% | +30.0% | +12.1% | +40.1% |
| 1Y | +52.6% | +56.6% | -4.0% | +47.7% |
| 3Y | +22.6% | +131.9% | -109.4% | +10.2% |
| All | +8.1% | +39.2% | -31.1% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling