-37.5%
BROS vs CART
+54.8%
-92.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -20.4% | -0.6% | -19.8% | -20.2% |
| 30D | -6.1% | +23.1% | -29.2% | -10.3% |
| 3M | -29.4% | +19.2% | -48.6% | -32.1% |
| 6M | -31.5% | +45.7% | -77.2% | -37.5% |
| YTD | -42.8% | +30.9% | -73.7% | -49.5% |
| 1Y | -37.5% | +50.2% | -87.7% | -44.8% |
| All | -37.5% | +54.8% | -92.3% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling