+66.2%
CART vs BUD
+36.0%
+30.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.7% |
| 7D | +3.0% | +4.5% | -1.5% | +2.4% |
| 30D | +28.6% | +12.5% | +16.0% | +26.0% |
| 3M | +29.1% | 0.0% | +29.1% | +27.9% |
| 6M | +44.7% | +3.8% | +40.9% | +43.4% |
| YTD | +29.2% | +33.1% | -3.8% | +32.2% |
| 1Y | +66.2% | +35.5% | +30.6% | +75.1% |
| All | +66.2% | +36.0% | +30.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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