+276.0%
BNY vs CART
+40.2%
+235.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +3.9% | +1.3% | +2.6% | +3.7% |
| 30D | +11.9% | +19.2% | -7.2% | +10.3% |
| 3M | -5.0% | +17.6% | -22.6% | -6.4% |
| 6M | +14.6% | +47.4% | -32.8% | +10.5% |
| YTD | +34.5% | +30.9% | +3.6% | +30.4% |
| 1Y | +40.6% | +46.0% | -5.4% | +35.0% |
| 3Y | +261.7% | +130.3% | +131.4% | +230.3% |
| All | +276.0% | +40.2% | +235.8% | +248.1% |
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