+74.7%
CART vs BTG
+78.9%
-4.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.0% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | +23.1% | -1.1% | +24.2% | +22.9% |
| 3M | +19.2% | +2.5% | +16.7% | +18.2% |
| 6M | +45.7% | -3.1% | +48.7% | +44.2% |
| YTD | +30.9% | +16.3% | +14.6% | +25.2% |
| 1Y | +50.2% | +27.6% | +22.6% | +41.4% |
| 3Y | +133.5% | +89.5% | +44.0% | +102.4% |
| All | +74.7% | +78.9% | -4.2% | +51.4% |
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