-8.8%
BTDR vs CART
+21.6%
-30.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.4% |
| 7D | +20.0% | +1.0% | +18.9% | +19.6% |
| 30D | +11.9% | +12.6% | -0.7% | +7.1% |
| 3M | -36.9% | +23.1% | -60.1% | -41.8% |
| 6M | +56.5% | +39.5% | +17.0% | +34.2% |
| YTD | +10.4% | +13.5% | -3.1% | +2.9% |
| 1Y | +3.1% | +14.9% | -11.8% | -6.1% |
| All | -8.8% | +21.6% | -30.4% | -41.5% |
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 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