+62.4%
CART vs BG
+7.2%
+55.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | +1.7% |
| 7D | +1.4% | -3.8% | +5.1% | +1.2% |
| 30D | +29.7% | -9.6% | +39.3% | +29.0% |
| 3M | +29.7% | -8.5% | +38.3% | +28.6% |
| 6M | +36.8% | -23.0% | +59.8% | +34.9% |
| YTD | +31.7% | +10.9% | +20.8% | +33.1% |
| 1Y | +62.4% | +6.0% | +56.4% | +68.3% |
| All | +62.4% | +7.2% | +55.2% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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