+75.7%
CART vs BUD
+51.9%
+23.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.3% |
| 7D | +1.4% | +3.3% | -2.0% | +1.1% |
| 30D | +29.7% | +11.8% | +17.8% | +28.4% |
| 3M | +29.7% | -1.1% | +30.8% | +29.4% |
| 6M | +36.8% | +14.9% | +21.9% | +35.9% |
| YTD | +31.7% | +32.6% | -0.9% | +30.1% |
| 1Y | +62.4% | +37.2% | +25.2% | +60.4% |
| 3Y | +120.1% | +48.8% | +71.3% | +112.6% |
| All | +75.7% | +51.9% | +23.9% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling