+39.3%
BROS vs CART
+39.2%
+0.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -19.0% | +0.3% | -19.3% | -18.9% |
| 30D | -7.3% | +22.4% | -29.7% | -11.8% |
| 3M | -31.2% | +15.6% | -46.8% | -33.7% |
| 6M | -33.0% | +44.9% | -78.0% | -39.4% |
| YTD | -42.4% | +30.0% | -72.3% | -46.9% |
| 1Y | -37.7% | +56.6% | -94.4% | -45.4% |
| 3Y | +28.2% | +131.9% | -103.7% | -1.8% |
| All | +39.3% | +39.2% | +0.1% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling