+72.5%
CART vs BNS
+119.7%
-47.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.0% | -2.2% | +5.2% | +3.6% |
| 30D | +28.6% | +5.1% | +23.4% | +26.7% |
| 3M | +29.1% | +4.7% | +24.3% | +27.3% |
| 6M | +44.7% | +19.0% | +25.7% | +36.7% |
| YTD | +29.2% | +28.2% | +1.1% | +18.1% |
| 1Y | +66.2% | +43.4% | +22.8% | +43.8% |
| 3Y | +112.8% | +143.1% | -30.3% | +31.3% |
| All | +72.5% | +119.7% | -47.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling