+44.7%
BP vs CART
+111.7%
-66.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.9% |
| 7D | -11.2% | +1.2% | -12.4% | -11.3% |
| 30D | -0.7% | +27.1% | -27.8% | -1.9% |
| 3M | +9.8% | +27.4% | -17.6% | +8.2% |
| 6M | -1.6% | +32.1% | -33.7% | -3.5% |
| YTD | +33.5% | +28.5% | +5.0% | +31.2% |
| 1Y | +31.7% | +58.8% | -27.1% | +26.9% |
| All | +44.7% | +111.7% | -66.9% | +32.2% |
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