+74.7%
CART vs BAH
-17.2%
+91.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | +1.3% | +1.7% | -0.4% | +1.0% |
| 30D | +19.2% | +20.8% | -1.6% | +15.8% |
| 3M | +17.6% | +11.6% | +6.0% | +15.3% |
| 6M | +47.4% | +23.1% | +24.3% | +42.5% |
| YTD | +30.9% | +5.3% | +25.6% | +29.0% |
| 1Y | +46.0% | +6.1% | +39.8% | +43.5% |
| 3Y | +130.3% | -27.5% | +157.8% | +144.9% |
| All | +74.7% | -17.2% | +91.9% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling