+13.2%
BIL vs CART
+112.9%
-99.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -0.3% | +3.0% | -3.2% | -0.3% |
| 30D | 0.0% | +28.6% | -28.6% | 0.0% |
| 3M | +0.3% | +29.1% | -28.8% | +0.3% |
| 6M | +1.2% | +44.7% | -43.5% | +1.2% |
| YTD | +2.5% | +29.2% | -26.8% | +2.5% |
| 1Y | +3.0% | +66.2% | -63.1% | +3.0% |
| 3Y | +13.2% | +112.8% | -99.7% | +13.2% |
| All | +13.2% | +112.9% | -99.7% | +13.2% |
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