+128.8%
CART vs BG
+4.7%
+124.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.2% | +1.5% | -0.3% | +1.1% |
| 30D | +17.8% | -7.0% | +24.8% | +18.5% |
| 3M | +20.7% | -10.0% | +30.7% | +21.4% |
| 6M | +49.7% | -19.8% | +69.5% | +52.1% |
| YTD | +30.0% | +14.3% | +15.7% | +25.8% |
| 1Y | +48.4% | +6.5% | +41.9% | +45.2% |
| All | +128.8% | +4.7% | +124.1% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling