+74.7%
CART vs BRO
-0.4%
+75.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +19.2% | +11.3% | +7.9% | +15.5% |
| 3M | +17.6% | +0.7% | +16.8% | +16.8% |
| 6M | +47.4% | +32.9% | +14.4% | +37.2% |
| YTD | +30.9% | -8.8% | +39.7% | +33.1% |
| 1Y | +46.0% | -9.2% | +55.2% | +48.5% |
| 3Y | +130.3% | +0.1% | +130.3% | +132.4% |
| All | +74.7% | -0.4% | +75.1% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling