+131.0%
CART vs BTSG
+493.4%
-362.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +1.3% | +6.0% | -4.8% | +0.6% |
| 30D | +19.2% | +12.4% | +6.8% | +17.4% |
| 3M | +17.6% | +18.2% | -0.7% | +14.9% |
| 6M | +47.4% | +26.0% | +21.3% | +41.6% |
| YTD | +30.9% | +90.1% | -59.3% | +16.9% |
| 1Y | +46.0% | +124.3% | -78.3% | +26.5% |
| All | +131.0% | +493.4% | -362.4% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling