+1,623.7%
BE vs CART
+21.6%
+1,602.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.6% | +7.3% |
| 7D | +20.0% | +1.0% | +18.9% | +20.0% |
| 30D | +7.9% | +12.6% | -4.7% | +8.2% |
| 3M | -13.2% | +23.1% | -36.3% | -13.0% |
| 6M | +53.5% | +39.5% | +13.9% | +53.8% |
| YTD | +191.0% | +13.5% | +177.5% | +194.5% |
| 1Y | +360.5% | +14.9% | +345.6% | +365.3% |
| All | +1,623.7% | +21.6% | +1,602.1% | +1,501.9% |
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 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