+41.3%
BKR vs CART
+39.2%
+2.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -9.1% | +0.3% | -9.4% | -9.1% |
| 30D | -15.3% | +22.4% | -37.8% | -17.0% |
| 3M | -25.1% | +15.6% | -40.7% | -26.3% |
| 6M | -24.6% | +44.9% | -69.5% | -27.8% |
| YTD | +6.5% | +30.0% | -23.5% | +3.2% |
| 1Y | -0.6% | +56.6% | -57.2% | -6.5% |
| 3Y | +48.0% | +131.9% | -83.9% | +34.3% |
| All | +41.3% | +39.2% | +2.1% | +27.7% |
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