+72.5%
CART vs BAH
-18.6%
+91.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.2% |
| 7D | +3.0% | -3.5% | +6.5% | +3.5% |
| 30D | +28.6% | +24.3% | +4.3% | +24.4% |
| 3M | +29.1% | +16.3% | +12.7% | +25.9% |
| 6M | +44.7% | +13.6% | +31.1% | +41.4% |
| YTD | +29.2% | +3.5% | +25.7% | +27.7% |
| 1Y | +66.2% | +2.7% | +63.5% | +64.0% |
| 3Y | +112.8% | -26.6% | +139.4% | +133.5% |
| All | +72.5% | -18.6% | +91.1% | +113.8% |
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