+73.5%
CART vs BN
+82.3%
-8.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.3% | -0.7% |
| 7D | +1.5% | +3.6% | -2.1% | +0.2% |
| 30D | +22.4% | +15.9% | +6.6% | +16.1% |
| 3M | +16.5% | -2.3% | +18.9% | +17.2% |
| 6M | +44.9% | -8.4% | +53.3% | +48.5% |
| YTD | +30.0% | -5.9% | +35.8% | +31.3% |
| 1Y | +59.1% | -5.6% | +64.7% | +60.0% |
| 3Y | +138.8% | +104.2% | +34.6% | +58.3% |
| All | +73.5% | +82.3% | -8.8% | +18.2% |
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