+100.4%
CART vs BTSG
+406.1%
-305.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.1% |
| 7D | +1.0% | +2.7% | -1.7% | +0.7% |
| 30D | +12.6% | -3.6% | +16.2% | +13.1% |
| 3M | +23.1% | +5.8% | +17.3% | +21.4% |
| 6M | +39.5% | +44.7% | -5.2% | +30.3% |
| YTD | +13.5% | +62.2% | -48.6% | +3.6% |
| 1Y | +14.9% | +152.1% | -137.2% | -3.9% |
| All | +100.4% | +406.1% | -305.7% | +48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling