+51.5%
CART vs BB
+48.1%
+3.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.0% | -5.6% | +6.7% | +1.7% |
| 30D | +12.6% | -11.8% | +24.4% | +14.0% |
| 3M | +23.1% | -25.5% | +48.7% | +26.2% |
| 6M | +39.5% | +121.3% | -81.7% | +23.2% |
| YTD | +13.5% | +103.2% | -89.6% | +1.3% |
| 1Y | +14.9% | +102.6% | -87.8% | +1.7% |
| All | +51.5% | +48.1% | +3.5% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling