+48.4%
CART vs BTG
+22.2%
+26.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | -0.3% |
| 7D | +1.2% | -5.9% | +7.1% | +1.7% |
| 30D | +17.8% | -5.0% | +22.8% | +18.1% |
| 3M | +20.7% | -4.5% | +25.2% | +20.8% |
| 6M | +49.7% | -7.0% | +56.7% | +47.0% |
| YTD | +30.0% | +11.4% | +18.7% | +26.7% |
| 1Y | +48.4% | +20.1% | +28.2% | +42.3% |
| All | +48.4% | +22.2% | +26.2% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling