+71.5%
CART vs BB
+61.0%
+10.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.0% | -1.9% |
| 7D | +1.2% | -8.9% | +10.1% | +2.2% |
| 30D | +27.1% | -12.6% | +39.7% | +28.6% |
| 3M | +27.4% | -4.1% | +31.6% | +27.4% |
| 6M | +32.1% | +49.5% | -17.3% | +22.9% |
| YTD | +28.5% | +120.8% | -92.4% | +13.2% |
| 1Y | +58.8% | +76.2% | -17.4% | +43.4% |
| 3Y | +114.8% | +123.8% | -9.0% | +84.4% |
| All | +71.5% | +61.0% | +10.5% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling