-55.7%
BTDR vs CART
+38.4%
-94.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.9% |
| 3M | -42.8% | +29.1% | -71.9% | -47.9% |
| 6M | -60.2% | +44.7% | -104.9% | -65.5% |
| YTD | -46.3% | +29.2% | -75.6% | -52.3% |
| 1Y | -71.7% | +66.2% | -137.8% | -77.8% |
| 3Y | +54.6% | +112.8% | -58.2% | -11.7% |
| All | -55.7% | +38.4% | -94.1% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling