+71.5%
CART vs RBA
+48.8%
+22.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +1.2% | +7.3% | -6.1% | -1.2% |
| 30D | +27.1% | +16.9% | +10.2% | +20.3% |
| 3M | +27.4% | -0.5% | +27.9% | +27.3% |
| 6M | +32.1% | -10.4% | +42.5% | +36.1% |
| YTD | +28.5% | -7.2% | +35.7% | +29.4% |
| 1Y | +58.8% | -2.2% | +61.1% | +56.3% |
| 3Y | +114.8% | +43.7% | +71.0% | +87.4% |
| All | +71.5% | +48.8% | +22.7% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling