+112.8%
CART vs BBWI
-28.0%
+140.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +25.4% |
| 3M | +29.1% | +7.1% | +21.9% | +27.3% |
| 6M | +44.7% | +13.7% | +31.1% | +41.3% |
| YTD | +29.2% | +9.6% | +19.6% | +25.9% |
| 1Y | +66.2% | -1.6% | +67.8% | +63.0% |
| 3Y | +112.8% | -25.9% | +138.7% | +102.6% |
| All | +112.8% | -28.0% | +140.9% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling