+130.3%
CART vs BTG
+82.1%
+48.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +1.3% | -9.1% | +10.4% | +2.4% |
| 30D | +19.2% | -1.6% | +20.8% | +19.1% |
| 3M | +17.6% | -2.8% | +20.4% | +17.4% |
| 6M | +47.4% | -7.6% | +55.0% | +46.7% |
| YTD | +30.9% | +10.2% | +20.6% | +26.3% |
| 1Y | +46.0% | +21.3% | +24.7% | +38.7% |
| 3Y | +130.3% | +82.7% | +47.6% | +101.7% |
| All | +130.3% | +82.1% | +48.2% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling