+116.8%
CART vs RACE
+33.1%
+83.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.7% |
| 7D | +1.4% | +9.9% | -8.5% | -0.6% |
| 30D | +29.7% | +12.8% | +16.9% | +26.5% |
| 3M | +29.7% | +7.4% | +22.4% | +27.8% |
| 6M | +36.8% | +27.6% | +9.2% | +30.3% |
| YTD | +31.7% | +18.4% | +13.3% | +26.4% |
| 1Y | +62.4% | +9.5% | +52.9% | +58.5% |
| All | +116.8% | +33.1% | +83.7% | +85.0% |
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