+51.5%
CART vs BLDR
-49.0%
+100.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.5% |
| 7D | +1.0% | -2.8% | +3.9% | +1.4% |
| 30D | +12.6% | -13.3% | +25.9% | +14.3% |
| 3M | +23.1% | -12.3% | +35.4% | +24.6% |
| 6M | +39.5% | -31.5% | +71.0% | +44.9% |
| YTD | +13.5% | -36.1% | +49.6% | +17.9% |
| 1Y | +14.9% | -54.1% | +68.9% | +25.5% |
| All | +51.5% | -49.0% | +100.5% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling