-69.4%
BTDR vs CART
+61.3%
-130.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -5.5% |
| 7D | -17.6% | +1.4% | -18.9% | -17.4% |
| 30D | -40.3% | +29.7% | -69.9% | -38.6% |
| 3M | -42.6% | +29.7% | -72.3% | -41.1% |
| 6M | -46.3% | +36.8% | -83.1% | -44.0% |
| YTD | -41.7% | +31.7% | -73.4% | -42.9% |
| 1Y | -69.4% | +62.4% | -131.8% | -65.3% |
| All | -69.4% | +61.3% | -130.7% | -65.3% |
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