+71.5%
CART vs RACE
+44.1%
+27.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.9% |
| 7D | +1.2% | +5.7% | -4.5% | 0.0% |
| 30D | +27.1% | +9.3% | +17.8% | +24.8% |
| 3M | +27.4% | +3.8% | +23.6% | +26.3% |
| 6M | +32.1% | +29.8% | +2.3% | +25.3% |
| YTD | +28.5% | +15.6% | +12.9% | +23.8% |
| 1Y | +58.8% | +5.1% | +53.7% | +56.3% |
| 3Y | +114.8% | +30.8% | +84.0% | +87.9% |
| All | +71.5% | +44.1% | +27.4% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling