+274.2%
BNY vs CART
+40.2%
+234.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | +7.4% | +23.1% | -15.7% | +5.5% |
| 3M | -4.3% | +19.2% | -23.5% | -5.8% |
| 6M | +16.2% | +45.7% | -29.5% | +12.2% |
| YTD | +33.9% | +30.9% | +3.0% | +29.8% |
| 1Y | +39.7% | +50.2% | -10.5% | +33.7% |
| 3Y | +258.0% | +133.5% | +124.5% | +226.5% |
| All | +274.2% | +40.2% | +234.1% | +246.5% |
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