+41.7%
BROS vs CART
+40.2%
+1.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.3% |
| 7D | +6.3% | +1.3% | +5.0% | +6.0% |
| 30D | -8.3% | +19.2% | -27.5% | -12.2% |
| 3M | -29.8% | +17.6% | -47.3% | -32.6% |
| 6M | -25.8% | +47.4% | -73.2% | -33.1% |
| YTD | -41.4% | +30.9% | -72.2% | -46.1% |
| 1Y | -35.2% | +46.0% | -81.1% | -42.1% |
| 3Y | +32.8% | +130.3% | -97.6% | +1.8% |
| All | +41.7% | +40.2% | +1.6% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling