+7.8%
BDX vs CART
+38.4%
-30.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +7.1% | +3.0% | +4.1% | +6.9% |
| 30D | +17.6% | +28.6% | -10.9% | +15.9% |
| 3M | +20.4% | +29.1% | -8.7% | +18.5% |
| 6M | +48.3% | +44.7% | +3.5% | +45.0% |
| YTD | +41.6% | +29.2% | +12.4% | +39.6% |
| 1Y | +55.7% | +66.2% | -10.4% | +50.0% |
| 3Y | +10.6% | +112.8% | -102.2% | +0.9% |
| All | +7.8% | +38.4% | -30.6% | -0.8% |
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