+72.5%
CART vs BWA
+23.8%
+48.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | +3.0% | -5.5% | +8.4% | +3.2% |
| 30D | +28.6% | -21.7% | +50.3% | +30.1% |
| 3M | +29.1% | -25.6% | +54.7% | +30.9% |
| 6M | +44.7% | -17.4% | +62.1% | +45.7% |
| YTD | +29.2% | +9.2% | +20.0% | +24.5% |
| 1Y | +66.2% | +9.7% | +56.4% | +59.8% |
| 3Y | +112.8% | +54.6% | +58.2% | +88.9% |
| All | +72.5% | +23.8% | +48.6% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling