+9.7%
BDX vs CART
+39.2%
-29.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.6% |
| 7D | +1.0% | +1.2% | -0.2% | +0.9% |
| 30D | +15.1% | +17.8% | -2.7% | +14.0% |
| 3M | +18.2% | +20.7% | -2.5% | +16.8% |
| 6M | +48.1% | +49.7% | -1.6% | +44.6% |
| YTD | +44.1% | +30.0% | +14.1% | +42.1% |
| 1Y | +46.4% | +48.4% | -2.0% | +42.4% |
| 3Y | +24.4% | +132.0% | -107.6% | +11.8% |
| All | +9.7% | +39.2% | -29.5% | +1.0% |
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