+138.8%
CART vs BB
+145.9%
-7.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.1% |
| 7D | +1.5% | +15.0% | -13.5% | +0.2% |
| 30D | +22.4% | +3.5% | +18.9% | +21.8% |
| 3M | +16.5% | +2.7% | +13.9% | +15.8% |
| 6M | +44.9% | +44.7% | +0.1% | +37.6% |
| YTD | +30.0% | +143.3% | -113.3% | +16.5% |
| 1Y | +59.1% | +102.2% | -43.1% | +44.7% |
| 3Y | +138.8% | +156.1% | -17.3% | +102.6% |
| All | +138.8% | +145.9% | -7.1% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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