+38.1%
BP vs CART
+41.0%
-2.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.7% | -4.2% |
| 7D | -8.4% | +1.4% | -9.8% | -8.5% |
| 30D | +2.2% | +29.7% | -27.5% | +0.9% |
| 3M | +8.8% | +29.7% | -20.9% | +7.2% |
| 6M | -0.5% | +36.8% | -37.3% | -2.5% |
| YTD | +36.2% | +31.7% | +4.5% | +33.7% |
| 1Y | +36.6% | +62.4% | -25.8% | +31.7% |
| 3Y | +48.1% | +120.1% | -72.0% | +37.0% |
| All | +38.1% | +41.0% | -2.9% | +27.9% |
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