-0.2%
BTDR vs CART
+5.2%
-5.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.4% | +1.6% |
| 7D | +22.4% | -4.1% | +26.5% | +21.8% |
| 30D | +16.5% | -4.3% | +20.8% | +15.9% |
| 3M | -31.5% | +13.1% | -44.6% | -30.3% |
| 6M | +74.0% | +26.0% | +48.0% | +78.2% |
| YTD | +13.0% | +6.7% | +6.3% | +12.0% |
| 1Y | -0.2% | +6.3% | -6.5% | +3.6% |
| All | -0.2% | +5.2% | -5.5% | +3.6% |
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