+1,276.5%
BE vs CART
+39.2%
+1,237.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.6% |
| 7D | +20.5% | +1.2% | +19.3% | +20.6% |
| 30D | -23.4% | +17.8% | -41.1% | -22.7% |
| 3M | -14.9% | +20.7% | -35.6% | -14.1% |
| 6M | -28.1% | +49.7% | -77.8% | -27.3% |
| YTD | +132.4% | +30.0% | +102.4% | +137.0% |
| 1Y | +59.4% | +48.4% | +11.0% | +61.0% |
| 3Y | +1,815.8% | +132.0% | +1,683.9% | +1,574.6% |
| All | +1,276.5% | +39.2% | +1,237.2% | +1,189.3% |
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