+73.5%
CART vs BG
-3.1%
+76.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +1.5% | +7.4% | -5.9% | +0.9% |
| 30D | +22.4% | -1.5% | +23.9% | +22.5% |
| 3M | +16.5% | -6.1% | +22.6% | +16.7% |
| 6M | +44.9% | -18.0% | +62.9% | +47.0% |
| YTD | +30.0% | +15.6% | +14.3% | +25.6% |
| 1Y | +59.1% | +9.6% | +49.5% | +55.1% |
| 3Y | +138.8% | +6.3% | +132.5% | +135.9% |
| All | +73.5% | -3.1% | +76.5% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling