+87.4%
BKR vs CART
+11.0%
+76.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | -1.5% | -9.5% | +8.0% | -0.6% |
| 30D | -0.7% | -7.8% | +7.1% | 0.0% |
| 3M | +0.5% | +10.4% | -9.9% | -0.9% |
| 6M | +6.6% | +20.1% | -13.4% | +3.8% |
| YTD | +41.3% | +3.7% | +37.6% | +40.1% |
| 1Y | +42.2% | +2.6% | +39.6% | +40.7% |
| All | +87.4% | +11.0% | +76.3% | +73.3% |
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