+75.7%
CART vs RACE
+47.5%
+28.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.4% |
| 3M | +29.7% | +7.4% | +22.4% | +27.7% |
| 6M | +36.8% | +27.6% | +9.2% | +30.1% |
| YTD | +31.7% | +18.4% | +13.3% | +26.2% |
| 1Y | +62.4% | +9.5% | +52.9% | +58.4% |
| 3Y | +120.1% | +33.9% | +86.2% | +91.6% |
| All | +75.7% | +47.5% | +28.2% | +46.6% |
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