+112.8%
CART vs BR
+13.3%
+99.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | +3.0% | +6.5% | -3.5% | +0.5% |
| 30D | +28.6% | +18.9% | +9.7% | +20.0% |
| 3M | +29.1% | +16.3% | +12.8% | +21.7% |
| 6M | +44.7% | +26.2% | +18.5% | +32.3% |
| YTD | +29.2% | -13.1% | +42.3% | +35.1% |
| 1Y | +66.2% | -10.5% | +76.6% | +71.7% |
| 3Y | +112.8% | +13.3% | +99.5% | +84.8% |
| All | +112.8% | +13.3% | +99.6% | +84.8% |
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