+57.9%
BNY vs CART
+3.4%
+54.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | +0.3% | -9.5% | +9.8% | +0.8% |
| 30D | +1.9% | -7.8% | +9.7% | +2.3% |
| 3M | +13.9% | +10.4% | +3.5% | +13.0% |
| 6M | +42.3% | +20.1% | +22.3% | +39.6% |
| YTD | +41.8% | +3.7% | +38.2% | +38.7% |
| 1Y | +57.9% | +2.6% | +55.4% | +52.4% |
| All | +57.9% | +3.4% | +54.6% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling