+31.2%
BMY vs CART
+21.6%
+9.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.9% |
| 7D | +0.4% | +1.0% | -0.7% | +0.4% |
| 30D | +5.0% | +12.6% | -7.6% | +4.9% |
| 3M | +19.4% | +23.1% | -3.7% | +19.3% |
| 6M | +9.5% | +39.5% | -30.0% | +9.2% |
| YTD | +28.1% | +13.5% | +14.5% | +27.9% |
| 1Y | +50.0% | +14.9% | +35.1% | +49.8% |
| All | +31.2% | +21.6% | +9.7% | +26.9% |
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