+128.8%
CART vs BR
+14.4%
+114.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.7% |
| 30D | +17.8% | +13.7% | +4.1% | +12.0% |
| 3M | +20.7% | +13.8% | +6.9% | +14.8% |
| 6M | +49.7% | +29.7% | +20.0% | +35.8% |
| YTD | +30.0% | -12.6% | +42.6% | +35.5% |
| 1Y | +48.4% | -12.4% | +60.8% | +54.4% |
| All | +128.8% | +14.4% | +114.4% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling