+1,080.9%
BE vs CART
+38.4%
+1,042.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.4% |
| 7D | -14.7% | +3.0% | -17.7% | -14.6% |
| 30D | -40.5% | +28.6% | -69.1% | -39.9% |
| 3M | -24.3% | +29.1% | -53.4% | -23.6% |
| 6M | -39.3% | +44.7% | -84.0% | -38.7% |
| YTD | +99.4% | +29.2% | +70.2% | +103.3% |
| 1Y | +26.6% | +66.2% | -39.6% | +26.5% |
| 3Y | +1,616.9% | +112.8% | +1,504.1% | +1,410.6% |
| All | +1,080.9% | +38.4% | +1,042.5% | +1,005.9% |
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