+72.5%
CART vs RACE
+42.0%
+30.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +3.0% | +5.1% | -2.1% | +1.9% |
| 30D | +28.6% | +7.7% | +20.9% | +26.6% |
| 3M | +29.1% | +2.2% | +26.9% | +28.4% |
| 6M | +44.7% | +23.8% | +21.0% | +38.6% |
| YTD | +29.2% | +13.9% | +15.3% | +24.9% |
| 1Y | +66.2% | +3.8% | +62.4% | +63.9% |
| 3Y | +112.8% | +28.0% | +84.8% | +87.4% |
| All | +72.5% | +42.0% | +30.5% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling