+131.9%
CART vs BLDR
-48.6%
+180.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.5% |
| 7D | +0.3% | -1.1% | +1.3% | +0.3% |
| 30D | +22.4% | +19.1% | +3.4% | +20.0% |
| 3M | +15.6% | -12.6% | +28.2% | +16.8% |
| 6M | +44.9% | -18.7% | +63.6% | +47.0% |
| YTD | +30.0% | -38.8% | +68.8% | +34.4% |
| 1Y | +56.6% | -41.2% | +97.8% | +62.5% |
| 3Y | +131.9% | -49.4% | +181.3% | +119.4% |
| All | +131.9% | -48.6% | +180.6% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling