+42.4%
CART vs BG
+18.7%
+23.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.4% | -10.4% | -6.4% |
| 7D | -4.1% | +2.4% | -6.5% | -4.3% |
| 30D | -4.3% | +15.0% | -19.4% | -5.7% |
| 3M | +13.1% | -0.7% | +13.8% | +13.1% |
| 6M | +26.0% | +7.5% | +18.5% | +24.7% |
| YTD | +6.7% | +41.6% | -34.9% | +1.5% |
| 1Y | +6.3% | +50.7% | -44.4% | 0.0% |
| All | +42.4% | +18.7% | +23.7% | +47.2% |
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