+129.5%
CART vs BTSG
+495.4%
-365.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +1.2% | +8.5% | -7.3% | +0.2% |
| 30D | +17.8% | +14.0% | +3.7% | +15.9% |
| 3M | +20.7% | +19.7% | +1.0% | +17.8% |
| 6M | +49.7% | +28.7% | +21.0% | +43.4% |
| YTD | +30.0% | +90.8% | -60.8% | +16.1% |
| 1Y | +48.4% | +112.4% | -64.0% | +29.8% |
| All | +129.5% | +495.4% | -365.9% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling