+44.7%
CART vs BTG
+23.5%
+21.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.2% |
| 7D | +3.0% | +17.4% | -14.4% | +0.7% |
| 30D | +28.6% | +8.0% | +20.6% | +26.8% |
| 3M | +29.1% | +32.5% | -3.4% | +22.2% |
| 6M | +44.7% | +21.6% | +23.1% | +36.8% |
| All | +44.7% | +23.5% | +21.2% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling