+130.4%
BTI vs CART
+40.2%
+90.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -3.0% | -0.6% | -2.5% | -3.0% |
| 30D | +9.8% | +23.1% | -13.3% | +8.8% |
| 3M | +9.2% | +19.2% | -10.0% | +8.3% |
| 6M | +4.0% | +45.7% | -41.6% | +2.5% |
| YTD | +12.7% | +30.9% | -18.2% | +11.5% |
| 1Y | +15.9% | +50.2% | -34.2% | +13.7% |
| 3Y | +148.9% | +133.5% | +15.4% | +130.2% |
| All | +130.4% | +40.2% | +90.3% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling