+54.6%
BTDR vs CART
+112.9%
-58.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.6% | +12.7% | +13.1% |
| 7D | -10.4% | +3.0% | -13.3% | -11.0% |
| 30D | -42.2% | +28.6% | -70.7% | -46.7% |
| 3M | -42.8% | +29.1% | -71.9% | -47.8% |
| 6M | -60.2% | +44.7% | -104.9% | -65.4% |
| YTD | -46.3% | +29.2% | -75.6% | -52.0% |
| 1Y | -71.7% | +66.2% | -137.8% | -77.8% |
| 3Y | +54.6% | +112.8% | -58.2% | -12.9% |
| All | +54.6% | +112.9% | -58.3% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling