+111.6%
CART vs RACE
+30.0%
+81.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.9% |
| 7D | +1.2% | +5.7% | -4.5% | +0.1% |
| 30D | +27.1% | +9.3% | +17.8% | +24.8% |
| 3M | +27.4% | +3.8% | +23.6% | +26.4% |
| 6M | +32.1% | +29.8% | +2.3% | +25.6% |
| YTD | +28.5% | +15.6% | +12.9% | +23.9% |
| 1Y | +58.8% | +5.1% | +53.7% | +56.4% |
| All | +111.6% | +30.0% | +81.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling