+73.5%
CART vs BBWI
-35.9%
+109.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.3% | -0.3% |
| 7D | +1.2% | -4.5% | +5.7% | +1.8% |
| 30D | +17.8% | +17.1% | +0.7% | +15.1% |
| 3M | +20.7% | +17.5% | +3.2% | +17.6% |
| 6M | +49.7% | +12.8% | +36.9% | +46.2% |
| YTD | +30.0% | +8.2% | +21.9% | +26.7% |
| 1Y | +48.4% | -1.8% | +50.2% | +45.5% |
| 3Y | +132.0% | -25.8% | +157.7% | +117.4% |
| All | +73.5% | -35.9% | +109.4% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling