+144.0%
BTI vs CART
+112.9%
+31.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | -1.0% | +3.0% | -4.0% | -1.1% |
| 30D | +13.0% | +28.6% | -15.6% | +11.8% |
| 3M | +5.3% | +29.1% | -23.7% | +4.2% |
| 6M | +5.3% | +44.7% | -39.4% | +3.8% |
| YTD | +12.4% | +29.2% | -16.8% | +11.4% |
| 1Y | +18.9% | +66.2% | -47.2% | +16.0% |
| 3Y | +144.0% | +112.8% | +31.2% | +122.7% |
| All | +144.0% | +112.9% | +31.1% | +122.7% |
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