+33.1%
BROS vs CART
+39.2%
-6.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.5% |
| 7D | -2.5% | +1.2% | -3.7% | -2.8% |
| 30D | -11.2% | +17.8% | -29.0% | -14.8% |
| 3M | -33.9% | +20.7% | -54.6% | -37.0% |
| 6M | -33.5% | +49.7% | -83.2% | -40.3% |
| YTD | -44.9% | +30.0% | -74.9% | -49.3% |
| 1Y | -41.5% | +48.4% | -89.9% | -48.0% |
| 3Y | +22.4% | +132.0% | -109.5% | -6.2% |
| All | +33.1% | +39.2% | -6.2% | +3.8% |
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