+62.4%
CART vs BWA
+17.4%
+45.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.3% |
| 7D | +1.4% | -9.9% | +11.3% | +0.3% |
| 30D | +29.7% | -16.4% | +46.0% | +27.4% |
| 3M | +29.7% | -19.8% | +49.6% | +27.2% |
| 6M | +36.8% | -10.0% | +46.8% | +38.1% |
| YTD | +31.7% | +12.7% | +18.9% | +32.9% |
| 1Y | +62.4% | +15.7% | +46.7% | +65.2% |
| All | +62.4% | +17.4% | +45.0% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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