+73.5%
CART vs BAH
-17.6%
+91.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +1.2% | -3.2% | +4.4% | +1.7% |
| 30D | +17.8% | +19.5% | -1.8% | +14.6% |
| 3M | +20.7% | +11.1% | +9.6% | +18.4% |
| 6M | +49.7% | +16.3% | +33.4% | +45.8% |
| YTD | +30.0% | +4.8% | +25.2% | +28.3% |
| 1Y | +48.4% | +4.9% | +43.5% | +46.1% |
| 3Y | +132.0% | -27.0% | +159.0% | +149.2% |
| All | +73.5% | -17.6% | +91.1% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling