-6.7%
BTDR vs CART
+14.3%
-21.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.4% | +4.3% |
| 7D | +22.4% | -4.1% | +26.5% | +23.9% |
| 30D | +16.5% | -4.3% | +20.8% | +17.6% |
| 3M | -31.5% | +13.1% | -44.6% | -35.0% |
| 6M | +74.0% | +26.0% | +48.0% | +54.9% |
| YTD | +13.0% | +6.7% | +6.3% | +7.4% |
| 1Y | -0.2% | +6.3% | -6.5% | -6.6% |
| All | -6.7% | +14.3% | -21.0% | -39.0% |
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