+56.6%
CART vs BHP
+51.6%
+5.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.3% | +3.8% | -3.6% | +0.4% |
| 30D | +22.4% | -6.5% | +28.9% | +22.2% |
| 3M | +15.6% | -8.5% | +24.2% | +15.3% |
| 6M | +44.9% | -2.2% | +47.1% | +45.1% |
| YTD | +30.0% | +40.0% | -10.0% | +32.5% |
| 1Y | +56.6% | +51.3% | +5.3% | +59.0% |
| All | +56.6% | +51.6% | +5.1% | +59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling