+66.2%
CART vs BTSG
+104.4%
-38.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.6% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | +28.6% | +5.3% | +23.3% | +28.9% |
| 3M | +29.1% | +10.8% | +18.3% | +29.2% |
| 6M | +44.7% | +27.3% | +17.4% | +44.8% |
| YTD | +29.2% | +79.3% | -50.1% | +26.6% |
| 1Y | +66.2% | +106.0% | -39.8% | +58.5% |
| All | +66.2% | +104.4% | -38.2% | +58.5% |
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