+74.7%
CART vs BLDR
-53.0%
+127.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | +1.3% | -3.0% | +4.3% | +1.6% |
| 30D | +19.2% | +20.1% | -0.9% | +16.3% |
| 3M | +17.6% | -17.5% | +35.1% | +19.7% |
| 6M | +47.4% | -16.1% | +63.5% | +49.4% |
| YTD | +30.9% | -41.0% | +71.9% | +36.8% |
| 1Y | +46.0% | -41.6% | +87.6% | +52.4% |
| 3Y | +130.3% | -50.8% | +181.1% | +115.1% |
| All | +74.7% | -53.0% | +127.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling