+56.6%
CART vs BWA
+15.7%
+40.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +1.0% |
| 7D | +1.5% | -0.6% | +2.1% | +1.4% |
| 30D | +22.4% | -16.1% | +38.5% | +20.3% |
| 3M | +16.5% | -24.6% | +41.1% | +13.3% |
| 6M | +44.9% | -15.7% | +60.6% | +44.0% |
| YTD | +30.0% | +15.1% | +14.9% | +31.0% |
| All | +56.6% | +15.7% | +40.9% | +60.8% |
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