+38.4%
CART vs BRO
-8.1%
+46.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.2% |
| 7D | -9.5% | -7.6% | -1.8% | -7.6% |
| 30D | -7.8% | -6.9% | -0.9% | -6.0% |
| 3M | +10.4% | +12.8% | -2.4% | +7.5% |
| 6M | +20.1% | -5.9% | +25.9% | +21.9% |
| YTD | +3.7% | -15.9% | +19.6% | +8.1% |
| 1Y | +2.6% | -28.1% | +30.7% | +10.3% |
| All | +38.4% | -8.1% | +46.5% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling