+72.5%
CART vs BHP
+53.8%
+18.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +3.0% | +0.9% | +2.0% | +2.8% |
| 30D | +28.6% | -6.3% | +34.8% | +29.8% |
| 3M | +29.1% | -7.1% | +36.2% | +30.2% |
| 6M | +44.7% | -3.2% | +47.9% | +44.5% |
| YTD | +29.2% | +37.9% | -8.7% | +17.5% |
| 1Y | +66.2% | +49.7% | +16.5% | +47.4% |
| 3Y | +112.8% | +51.7% | +61.1% | +79.2% |
| All | +72.5% | +53.8% | +18.7% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling