+66.2%
CART vs BBWI
-6.0%
+72.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +1.0% |
| 7D | +3.0% | -6.2% | +9.2% | +3.8% |
| 30D | +28.6% | +19.9% | +8.6% | +25.3% |
| 3M | +29.1% | +7.1% | +21.9% | +27.2% |
| 6M | +44.7% | +13.7% | +31.1% | +41.5% |
| YTD | +29.2% | +9.6% | +19.6% | +26.2% |
| 1Y | +66.2% | -1.6% | +67.8% | +64.3% |
| All | +66.2% | -6.0% | +72.1% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling