+56.6%
CART vs RBA
-3.8%
+60.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.3% | +3.2% | -2.9% | -0.5% |
| 30D | +22.4% | +12.0% | +10.4% | +19.0% |
| 3M | +15.6% | +2.9% | +12.8% | +14.5% |
| 6M | +44.9% | -6.3% | +51.2% | +46.6% |
| YTD | +30.0% | -5.9% | +35.9% | +35.0% |
| 1Y | +56.6% | -3.9% | +60.5% | +65.7% |
| All | +56.6% | -3.8% | +60.4% | +65.7% |
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