+73.5%
CART vs BBWI
-33.8%
+107.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +1.5% | -6.2% | +7.7% | +2.4% |
| 30D | +22.4% | +25.5% | -3.1% | +18.5% |
| 3M | +16.5% | +8.0% | +8.5% | +14.7% |
| 6M | +44.9% | +12.7% | +32.2% | +41.4% |
| YTD | +30.0% | +11.6% | +18.3% | +26.1% |
| 1Y | +59.1% | -0.9% | +60.0% | +55.7% |
| 3Y | +138.8% | -22.7% | +161.5% | +122.1% |
| All | +73.5% | -33.8% | +107.3% | +68.1% |
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