+74.7%
CART vs BHP
+58.0%
+16.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -0.6% | +2.4% | -3.0% | -1.0% |
| 30D | +23.1% | -5.4% | +28.5% | +24.0% |
| 3M | +19.2% | -6.9% | +26.0% | +20.2% |
| 6M | +45.7% | -4.3% | +50.0% | +45.9% |
| YTD | +30.9% | +41.6% | -10.7% | +18.5% |
| 1Y | +50.2% | +53.3% | -3.1% | +32.7% |
| 3Y | +133.5% | +58.4% | +75.2% | +94.6% |
| All | +74.7% | +58.0% | +16.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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