+72.5%
CART vs BN
+75.6%
-3.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +3.0% | +5.3% | -2.4% | +1.0% |
| 30D | +28.6% | +11.9% | +16.7% | +23.4% |
| 3M | +29.1% | -5.7% | +34.8% | +31.5% |
| 6M | +44.7% | -10.6% | +55.3% | +49.6% |
| YTD | +29.2% | -9.4% | +38.6% | +32.3% |
| 1Y | +66.2% | -8.8% | +74.9% | +69.1% |
| 3Y | +112.8% | +95.6% | +17.2% | +43.3% |
| All | +72.5% | +75.6% | -3.1% | +19.1% |
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