+24.0%
BMY vs CART
+37.6%
-13.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.6% |
| 7D | +2.8% | +1.2% | +1.6% | +2.8% |
| 30D | +5.9% | +27.1% | -21.2% | +5.6% |
| 3M | -0.8% | +27.4% | -28.2% | -1.0% |
| 6M | +12.1% | +32.1% | -20.0% | +11.9% |
| YTD | +21.0% | +28.5% | -7.5% | +20.7% |
| 1Y | +40.4% | +58.8% | -18.4% | +39.9% |
| 3Y | +36.3% | +114.8% | -78.5% | +31.8% |
| All | +24.0% | +37.6% | -13.6% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling