+73.5%
CART vs BR
+9.9%
+63.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +1.5% | +4.4% | -2.9% | -0.2% |
| 30D | +22.4% | +16.3% | +6.2% | +15.1% |
| 3M | +16.5% | +16.2% | +0.3% | +9.6% |
| 6M | +44.9% | +30.3% | +14.6% | +30.5% |
| YTD | +30.0% | -12.2% | +42.2% | +35.9% |
| 1Y | +59.1% | -11.3% | +70.3% | +65.5% |
| 3Y | +138.8% | +15.2% | +123.6% | +110.9% |
| All | +73.5% | +9.9% | +63.6% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling