+1,266.1%
BE vs CART
+41.0%
+1,225.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -7.9% | -6.3% |
| 7D | -12.1% | +1.4% | -13.5% | -12.1% |
| 30D | -30.1% | +29.7% | -59.8% | -29.3% |
| 3M | -12.1% | +29.7% | -41.9% | -11.2% |
| 6M | -30.6% | +36.8% | -67.4% | -29.8% |
| YTD | +130.6% | +31.7% | +99.0% | +135.4% |
| 1Y | +55.3% | +62.4% | -7.1% | +56.0% |
| 3Y | +1,755.6% | +120.1% | +1,635.5% | +1,526.4% |
| All | +1,266.1% | +41.0% | +1,225.1% | +1,180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling