+72.5%
CART vs BG
-5.1%
+77.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.0% | +2.5% | +0.4% | +2.7% |
| 30D | +28.6% | -6.1% | +34.6% | +29.2% |
| 3M | +29.1% | -8.5% | +37.6% | +29.6% |
| 6M | +44.7% | -20.4% | +65.1% | +47.2% |
| YTD | +29.2% | +13.3% | +15.9% | +25.1% |
| 1Y | +66.2% | +7.3% | +58.9% | +62.3% |
| 3Y | +112.8% | +2.6% | +110.2% | +111.6% |
| All | +72.5% | -5.1% | +77.5% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling