+56.6%
CART vs BN
-6.6%
+63.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.3% | -0.1% |
| 7D | +1.5% | +3.6% | -2.1% | +0.9% |
| 30D | +22.4% | +15.9% | +6.6% | +19.2% |
| 3M | +16.5% | -2.3% | +18.9% | +16.4% |
| 6M | +44.9% | -8.4% | +53.3% | +45.4% |
| YTD | +30.0% | -5.9% | +35.8% | +32.0% |
| All | +56.6% | -6.6% | +63.3% | +58.7% |
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