+24.6%
BMY vs CART
+39.2%
-14.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | +6.2% | +22.4% | -16.2% | +6.0% |
| 3M | -2.1% | +15.6% | -17.8% | -2.3% |
| 6M | +14.3% | +44.9% | -30.7% | +13.9% |
| YTD | +21.6% | +30.0% | -8.4% | +21.3% |
| 1Y | +38.8% | +56.6% | -17.8% | +38.2% |
| 3Y | +42.9% | +131.9% | -89.0% | +37.9% |
| All | +24.6% | +39.2% | -14.6% | +20.3% |
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 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