+15.3%
BX vs CART
+38.4%
-23.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | +1.8% | +3.0% | -1.2% | +1.3% |
| 30D | +7.9% | +28.6% | -20.7% | +3.4% |
| 3M | -9.6% | +29.1% | -38.7% | -13.5% |
| 6M | -2.3% | +44.7% | -47.0% | -8.5% |
| YTD | -19.3% | +29.2% | -48.5% | -23.4% |
| 1Y | -13.2% | +66.2% | -79.4% | -21.4% |
| 3Y | +33.8% | +112.8% | -79.0% | +11.4% |
| All | +15.3% | +38.4% | -23.1% | -5.6% |
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