+51.5%
CART vs BG
+13.7%
+37.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +1.0% | +2.8% | -1.7% | +0.8% |
| 30D | +12.6% | +12.0% | +0.6% | +11.2% |
| 3M | +23.1% | -7.7% | +30.8% | +24.1% |
| 6M | +39.5% | +4.5% | +35.0% | +38.4% |
| YTD | +13.5% | +35.7% | -22.1% | +8.4% |
| 1Y | +14.9% | +50.1% | -35.2% | +7.8% |
| All | +51.5% | +13.7% | +37.8% | +57.3% |
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