+73.5%
CART vs BHP
+55.0%
+18.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +1.2% | +2.5% | -1.3% | +0.8% |
| 30D | +17.8% | -5.2% | +23.0% | +18.7% |
| 3M | +20.7% | -8.7% | +29.4% | +22.1% |
| 6M | +49.7% | -6.9% | +56.6% | +50.6% |
| YTD | +30.0% | +39.0% | -8.9% | +18.1% |
| 1Y | +48.4% | +48.9% | -0.6% | +31.9% |
| 3Y | +132.0% | +55.4% | +76.6% | +93.8% |
| All | +73.5% | +55.0% | +18.5% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling