+75.7%
CART vs RBA
+49.3%
+26.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.9% |
| 7D | +1.4% | +12.7% | -11.3% | -2.8% |
| 30D | +29.7% | +15.5% | +14.1% | +23.2% |
| 3M | +29.7% | -14.0% | +43.8% | +35.7% |
| 6M | +36.8% | -8.8% | +45.6% | +40.1% |
| YTD | +31.7% | -6.9% | +38.6% | +32.5% |
| 1Y | +62.4% | -3.0% | +65.4% | +60.4% |
| 3Y | +120.1% | +44.2% | +75.9% | +91.8% |
| All | +75.7% | +49.3% | +26.5% | +47.8% |
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