+74.7%
CART vs BR
+9.9%
+64.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +19.2% | +14.4% | +4.8% | +12.7% |
| 3M | +17.6% | +12.4% | +5.1% | +12.0% |
| 6M | +47.4% | +35.4% | +11.9% | +30.9% |
| YTD | +30.9% | -12.2% | +43.0% | +36.9% |
| 1Y | +46.0% | -12.7% | +58.7% | +52.9% |
| 3Y | +130.3% | +14.3% | +116.1% | +104.8% |
| All | +74.7% | +9.9% | +64.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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