+31.3%
CART vs BIYA
-99.8%
+131.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.2% |
| 7D | +1.0% | +1.3% | -0.3% | +1.0% |
| 30D | +12.6% | -21.0% | +33.6% | +12.7% |
| 3M | +23.1% | -74.3% | +97.4% | +22.7% |
| 6M | +39.5% | -84.6% | +124.2% | +39.4% |
| YTD | +13.5% | -94.2% | +107.7% | +13.6% |
| 1Y | +14.9% | -98.2% | +113.1% | +15.8% |
| All | +31.3% | -99.8% | +131.0% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling