+50.2%
CART vs BN
-8.2%
+58.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | +23.1% | +13.5% | +9.6% | +20.3% |
| 3M | +19.2% | -5.9% | +25.1% | +19.7% |
| 6M | +45.7% | -8.9% | +54.6% | +46.4% |
| YTD | +30.9% | -7.9% | +38.8% | +33.2% |
| 1Y | +50.2% | -8.3% | +58.5% | +52.8% |
| All | +50.2% | -8.2% | +58.3% | +52.8% |
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