+73.5%
CART vs BBWI
-34.2%
+107.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.3% | -4.2% | +4.5% | +0.8% |
| 30D | +22.4% | +24.9% | -2.4% | +18.6% |
| 3M | +15.6% | +13.2% | +2.4% | +13.2% |
| 6M | +44.9% | +12.1% | +32.8% | +41.6% |
| YTD | +30.0% | +11.1% | +18.9% | +26.3% |
| 1Y | +56.6% | +0.7% | +55.9% | +53.0% |
| 3Y | +131.9% | -23.8% | +155.7% | +116.6% |
| All | +73.5% | -34.2% | +107.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling