+111.6%
CART vs BAH
-22.8%
+134.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | +1.2% | +6.0% | -4.9% | +0.1% |
| 30D | +27.1% | +31.1% | -4.0% | +21.1% |
| 3M | +27.4% | +25.2% | +2.3% | +22.2% |
| 6M | +32.1% | +18.9% | +13.2% | +27.6% |
| YTD | +28.5% | +8.3% | +20.2% | +25.7% |
| 1Y | +58.8% | +6.2% | +52.6% | +55.5% |
| All | +111.6% | -22.8% | +134.4% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling