+6.3%
CART vs BHP
+76.4%
-70.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.0% |
| 7D | -4.1% | +1.3% | -5.4% | -4.1% |
| 30D | -4.3% | +4.0% | -8.3% | -4.3% |
| 3M | +13.1% | +12.3% | +0.8% | +13.5% |
| 6M | +26.0% | +30.8% | -4.8% | +27.4% |
| YTD | +6.7% | +58.8% | -52.1% | +8.3% |
| 1Y | +6.3% | +76.8% | -70.6% | +8.8% |
| All | +6.3% | +76.4% | -70.1% | +8.8% |
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