+58.8%
CART vs RBA
-3.0%
+61.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +1.2% | +7.3% | -6.1% | -0.7% |
| 30D | +27.1% | +16.9% | +10.2% | +21.8% |
| 3M | +27.4% | -0.5% | +27.9% | +27.2% |
| 6M | +32.1% | -10.4% | +42.5% | +35.0% |
| YTD | +28.5% | -7.2% | +35.7% | +29.9% |
| 1Y | +58.8% | -2.2% | +61.1% | +55.6% |
| All | +58.8% | -3.0% | +61.8% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling