+33.3%
BROS vs CART
+38.4%
-5.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -21.2% | +3.0% | -24.2% | -21.6% |
| 30D | -11.6% | +28.6% | -40.1% | -16.9% |
| 3M | -36.7% | +29.1% | -65.7% | -40.7% |
| 6M | -42.8% | +44.7% | -87.5% | -48.2% |
| YTD | -44.8% | +29.2% | -74.1% | -49.1% |
| 1Y | -36.5% | +66.2% | -102.7% | -45.2% |
| 3Y | +27.0% | +112.8% | -85.9% | -1.3% |
| All | +33.3% | +38.4% | -5.1% | +4.2% |
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