+73.5%
CART vs BTG
+96.1%
-22.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -0.1% |
| 7D | +1.5% | +19.1% | -17.6% | -0.7% |
| 30D | +22.4% | +8.2% | +14.2% | +20.9% |
| 3M | +16.5% | +13.3% | +3.2% | +14.2% |
| 6M | +44.9% | +8.1% | +36.8% | +41.6% |
| YTD | +30.0% | +27.5% | +2.4% | +23.0% |
| 1Y | +59.1% | +47.1% | +12.0% | +47.0% |
| 3Y | +138.8% | +105.8% | +33.0% | +105.4% |
| All | +73.5% | +96.1% | -22.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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