+44.5%
BKR vs CART
+39.2%
+5.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +6.3% | +1.2% | +5.1% | +6.1% |
| 30D | -13.0% | +17.8% | -30.8% | -14.4% |
| 3M | -23.6% | +20.7% | -44.3% | -25.2% |
| 6M | -24.5% | +49.7% | -74.2% | -27.9% |
| YTD | +9.0% | +30.0% | -21.0% | +5.6% |
| 1Y | +4.4% | +48.4% | -44.0% | -1.0% |
| 3Y | +51.4% | +132.0% | -80.6% | +37.3% |
| All | +44.5% | +39.2% | +5.3% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling