+62.4%
CART vs BRO
-3.8%
+66.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.3% |
| 7D | +1.4% | +12.2% | -10.8% | -2.1% |
| 30D | +29.7% | +21.3% | +8.4% | +21.1% |
| 3M | +29.7% | +4.1% | +25.7% | +27.5% |
| 6M | +36.8% | +28.9% | +7.9% | +26.2% |
| YTD | +31.7% | -6.6% | +38.2% | +40.9% |
| 1Y | +62.4% | -5.6% | +67.9% | +70.5% |
| All | +62.4% | -3.8% | +66.2% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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