+74.7%
CART vs BG
-2.6%
+77.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +1.3% | +2.6% | -1.3% | +1.1% |
| 30D | +19.2% | -6.7% | +25.8% | +19.8% |
| 3M | +17.6% | -9.3% | +26.8% | +18.2% |
| 6M | +47.4% | -18.3% | +65.7% | +49.6% |
| YTD | +30.9% | +16.2% | +14.7% | +26.5% |
| 1Y | +46.0% | +7.6% | +38.4% | +42.8% |
| 3Y | +130.3% | +6.6% | +123.8% | +127.5% |
| All | +74.7% | -2.6% | +77.3% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling