+133.6%
BTI vs CART
+40.2%
+93.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +1.6% | +1.3% | +0.4% | +1.6% |
| 30D | +9.2% | +19.2% | -9.9% | +8.4% |
| 3M | +9.6% | +17.6% | -7.9% | +8.8% |
| 6M | -2.4% | +47.4% | -49.8% | -4.0% |
| YTD | +14.2% | +30.9% | -16.6% | +13.0% |
| 1Y | +20.3% | +46.0% | -25.7% | +18.2% |
| 3Y | +147.4% | +130.3% | +17.1% | +128.9% |
| All | +133.6% | +40.2% | +93.4% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling