+74.7%
CART vs BN
+78.4%
-3.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -0.6% | -2.4% | +1.8% | +0.2% |
| 30D | +23.1% | +13.5% | +9.6% | +17.5% |
| 3M | +19.2% | -5.9% | +25.1% | +21.5% |
| 6M | +45.7% | -8.9% | +54.6% | +49.5% |
| YTD | +30.9% | -7.9% | +38.8% | +33.2% |
| 1Y | +50.2% | -8.3% | +58.5% | +52.6% |
| 3Y | +133.5% | +100.8% | +32.7% | +55.6% |
| All | +74.7% | +78.4% | -3.8% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling