+74.7%
CART vs RBA
+49.4%
+25.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.3% |
| 7D | +1.3% | +1.7% | -0.5% | +0.7% |
| 30D | +19.2% | +8.3% | +10.8% | +15.8% |
| 3M | +17.6% | +10.5% | +7.0% | +13.2% |
| 6M | +47.4% | -5.9% | +53.2% | +49.2% |
| YTD | +30.9% | -6.9% | +37.7% | +31.6% |
| 1Y | +46.0% | -4.9% | +50.8% | +45.3% |
| 3Y | +130.3% | +64.5% | +65.9% | +103.7% |
| All | +74.7% | +49.4% | +25.3% | +46.9% |
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