+51.5%
CART vs BN
+70.7%
-19.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.0% | -2.5% | +3.5% | +1.9% |
| 30D | +12.6% | -9.5% | +22.1% | +16.5% |
| 3M | +23.1% | -10.4% | +33.5% | +27.7% |
| 6M | +39.5% | -6.4% | +45.9% | +41.3% |
| YTD | +13.5% | -11.9% | +25.4% | +17.5% |
| 1Y | +14.9% | -8.6% | +23.5% | +16.3% |
| All | +51.5% | +70.7% | -19.2% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling