-48.2%
BTDR vs CART
+40.2%
-88.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.7% | +9.0% | +9.5% |
| 7D | +7.7% | -0.6% | +8.2% | +8.1% |
| 30D | -24.1% | +23.1% | -47.2% | -29.2% |
| 3M | -19.1% | +19.2% | -38.3% | -24.1% |
| 6M | -46.6% | +45.7% | -92.3% | -53.9% |
| YTD | -37.3% | +30.9% | -68.2% | -44.4% |
| 1Y | -53.2% | +50.2% | -103.4% | -61.2% |
| 3Y | +77.1% | +133.5% | -56.4% | -1.3% |
| All | -48.2% | +40.2% | -88.4% | -68.4% |
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