+14.4%
BX vs CART
+39.2%
-24.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.7% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | +8.8% | +17.8% | -9.0% | +5.9% |
| 3M | -18.3% | +20.7% | -39.0% | -20.9% |
| 6M | -1.5% | +49.7% | -51.2% | -8.2% |
| YTD | -19.9% | +30.0% | -49.9% | -24.1% |
| 1Y | -14.5% | +48.4% | -62.9% | -20.9% |
| 3Y | +32.3% | +132.0% | -99.7% | +8.9% |
| All | +14.4% | +39.2% | -24.9% | -6.4% |
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