-62.5%
BTDR vs CART
+51.1%
-113.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.9% |
| 7D | +7.1% | +1.5% | +5.6% | +7.3% |
| 30D | -31.4% | +22.4% | -53.8% | -29.9% |
| 3M | -39.2% | +16.5% | -55.8% | -38.3% |
| 6M | -50.9% | +44.9% | -95.8% | -48.1% |
| YTD | -41.0% | +30.0% | -71.0% | -43.0% |
| All | -62.5% | +51.1% | -113.6% | -55.5% |
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