+73.5%
CART vs BNS
+123.7%
-50.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +22.4% | +5.5% | +16.9% | +20.5% |
| 3M | +16.5% | +6.0% | +10.5% | +14.5% |
| 6M | +44.9% | +22.6% | +22.3% | +35.6% |
| YTD | +30.0% | +30.5% | -0.5% | +18.1% |
| 1Y | +59.1% | +44.1% | +14.9% | +37.8% |
| 3Y | +138.8% | +150.8% | -11.9% | +44.9% |
| All | +73.5% | +123.7% | -50.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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