+111.6%
CART vs BBWI
-25.6%
+137.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.2% | +3.8% | -1.6% |
| 7D | +1.2% | -3.1% | +4.3% | +1.6% |
| 30D | +27.1% | +23.1% | +3.9% | +23.5% |
| 3M | +27.4% | +7.3% | +20.1% | +25.7% |
| 6M | +32.1% | +22.6% | +9.5% | +27.7% |
| YTD | +28.5% | +13.3% | +15.2% | +24.7% |
| 1Y | +58.8% | -2.6% | +61.4% | +56.0% |
| All | +111.6% | -25.6% | +137.2% | +100.6% |
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