+48.6%
CART vs BIYA
-99.9%
+148.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.6% | +5.1% | -2.4% |
| 7D | +1.2% | -10.6% | +11.8% | +1.2% |
| 30D | +27.1% | -19.4% | +46.5% | +27.0% |
| 3M | +27.4% | -61.5% | +89.0% | +27.8% |
| 6M | +32.1% | -91.5% | +123.7% | +31.2% |
| YTD | +28.5% | -97.2% | +125.6% | +28.7% |
| 1Y | +58.8% | -98.4% | +157.2% | +58.9% |
| All | +48.6% | -99.9% | +148.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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