+38.4%
CART vs BRKR
-15.4%
+53.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.8% | +3.9% | -2.6% |
| 7D | -9.5% | -7.8% | -1.7% | -9.2% |
| 30D | -7.8% | -3.4% | -4.4% | -7.7% |
| 3M | +10.4% | -4.8% | +15.2% | +10.3% |
| 6M | +20.1% | +46.7% | -26.6% | +17.1% |
| YTD | +3.7% | +15.8% | -12.1% | +2.8% |
| 1Y | +2.6% | +75.4% | -72.9% | -2.4% |
| All | +38.4% | -15.4% | +53.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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