+360.5%
BE vs CART
+14.4%
+346.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.6% | +7.0% |
| 7D | +20.0% | +1.0% | +18.9% | +20.4% |
| 30D | +7.9% | +12.6% | -4.7% | +12.4% |
| 3M | -13.2% | +23.1% | -36.3% | -7.0% |
| 6M | +53.5% | +39.5% | +13.9% | +76.6% |
| YTD | +191.0% | +13.5% | +177.5% | +217.1% |
| 1Y | +360.5% | +14.9% | +345.6% | +400.7% |
| All | +360.5% | +14.4% | +346.1% | +400.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling