+14.9%
CART vs BN
-6.5%
+21.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.0% | -2.5% | +3.5% | +1.3% |
| 30D | +12.6% | -9.5% | +22.1% | +13.9% |
| 3M | +23.1% | -10.4% | +33.5% | +24.6% |
| 6M | +39.5% | -6.4% | +45.9% | +40.0% |
| YTD | +13.5% | -11.9% | +25.4% | +15.6% |
| 1Y | +14.9% | -8.6% | +23.5% | +16.5% |
| All | +14.9% | -6.5% | +21.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling