+72.5%
CART vs RBA
+46.8%
+25.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +3.0% | +4.3% | -1.3% | +1.5% |
| 30D | +28.6% | +16.3% | +12.2% | +21.9% |
| 3M | +29.1% | +1.3% | +27.8% | +28.2% |
| 6M | +44.7% | -11.1% | +55.8% | +49.4% |
| YTD | +29.2% | -8.5% | +37.7% | +30.7% |
| 1Y | +66.2% | -2.1% | +68.3% | +63.3% |
| 3Y | +112.8% | +44.6% | +68.3% | +85.9% |
| All | +72.5% | +46.8% | +25.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling