+131.9%
CART vs BHP
+58.0%
+73.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +0.3% | +3.8% | -3.6% | -0.3% |
| 30D | +22.4% | -6.5% | +28.9% | +23.5% |
| 3M | +15.6% | -8.5% | +24.2% | +16.9% |
| 6M | +44.9% | -2.2% | +47.1% | +44.4% |
| YTD | +30.0% | +40.0% | -10.0% | +18.6% |
| 1Y | +56.6% | +51.3% | +5.3% | +39.6% |
| 3Y | +131.9% | +56.5% | +75.4% | +90.0% |
| All | +131.9% | +58.0% | +73.9% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling