+1,709.5%
BE vs CART
+135.4%
+1,574.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.9% |
| 7D | +10.8% | +1.3% | +9.5% | +10.9% |
| 30D | -19.8% | +19.2% | -39.0% | -18.7% |
| 3M | -18.7% | +17.6% | -36.3% | -17.6% |
| 6M | -33.7% | +47.4% | -81.1% | -32.2% |
| YTD | +121.0% | +30.9% | +90.1% | +128.2% |
| 1Y | +85.4% | +46.0% | +39.4% | +90.4% |
| 3Y | +1,709.5% | +130.3% | +1,579.2% | +1,459.0% |
| All | +1,709.5% | +135.4% | +1,574.1% | +1,459.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling