+9.7%
BKR vs CART
+61.3%
-51.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.5% |
| 7D | -8.8% | +1.4% | -10.1% | -8.7% |
| 30D | -13.1% | +29.7% | -42.8% | -12.0% |
| 3M | -18.9% | +29.7% | -48.6% | -17.9% |
| 6M | -27.2% | +36.8% | -64.0% | -26.3% |
| YTD | +10.7% | +31.7% | -21.0% | +13.4% |
| 1Y | +9.7% | +62.4% | -52.7% | +8.4% |
| All | +9.7% | +61.3% | -51.7% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling