+35.4%
BX vs CART
+135.4%
-100.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | +14.2% | +19.2% | -4.9% | +10.9% |
| 3M | -18.7% | +17.6% | -36.3% | -21.0% |
| 6M | +2.5% | +47.4% | -44.9% | -4.2% |
| YTD | -18.8% | +30.9% | -49.7% | -23.1% |
| 1Y | -10.3% | +46.0% | -56.3% | -16.8% |
| 3Y | +35.4% | +130.3% | -94.9% | +10.7% |
| All | +35.4% | +135.4% | -100.0% | +10.7% |
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