+130.3%
CART vs BNS
+149.7%
-19.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.3% | +0.9% | +0.4% | +1.1% |
| 30D | +19.2% | +2.8% | +16.4% | +18.4% |
| 3M | +17.6% | +3.0% | +14.6% | +16.9% |
| 6M | +47.4% | +23.3% | +24.1% | +39.9% |
| YTD | +30.9% | +29.3% | +1.5% | +21.9% |
| 1Y | +46.0% | +41.7% | +4.3% | +30.9% |
| 3Y | +130.3% | +147.7% | -17.4% | +54.6% |
| All | +130.3% | +149.7% | -19.3% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling