+62.4%
CART vs BTSG
+111.7%
-49.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +1.4% | +17.4% | -16.0% | +1.5% |
| 30D | +29.7% | +12.6% | +17.1% | +29.9% |
| 3M | +29.7% | +11.2% | +18.5% | +29.8% |
| 6M | +36.8% | +30.4% | +6.4% | +36.9% |
| YTD | +31.7% | +86.4% | -54.7% | +28.6% |
| 1Y | +62.4% | +117.9% | -55.5% | +53.9% |
| All | +62.4% | +111.7% | -49.3% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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