+71.5%
CART vs BWA
+20.6%
+50.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.7% | +3.3% | -2.1% |
| 7D | +1.2% | -10.8% | +12.0% | +1.8% |
| 30D | +27.1% | -25.0% | +52.1% | +28.9% |
| 3M | +27.4% | -28.6% | +56.1% | +29.5% |
| 6M | +32.1% | -16.6% | +48.7% | +32.9% |
| YTD | +28.5% | +6.3% | +22.2% | +23.9% |
| 1Y | +58.8% | +7.2% | +51.6% | +52.9% |
| 3Y | +114.8% | +48.2% | +66.6% | +90.0% |
| All | +71.5% | +20.6% | +50.9% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling