+6.3%
CART vs BR
-30.9%
+37.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -5.2% |
| 7D | -4.1% | -5.9% | +1.9% | -2.1% |
| 30D | -4.3% | +1.9% | -6.2% | -4.8% |
| 3M | +13.1% | +14.7% | -1.5% | +8.8% |
| 6M | +26.0% | -12.8% | +38.8% | +31.6% |
| YTD | +6.7% | -23.0% | +29.8% | +10.7% |
| 1Y | +6.3% | -31.7% | +37.9% | -4.0% |
| All | +6.3% | -30.9% | +37.2% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling