+73.5%
CART vs RCAT
+373.7%
-300.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.4% | -10.8% | +0.3% |
| 7D | +1.5% | +1.1% | +0.4% | +1.4% |
| 30D | +22.4% | -22.0% | +44.4% | +23.0% |
| 3M | +16.5% | -51.1% | +67.7% | +18.3% |
| 6M | +44.9% | -56.6% | +101.5% | +47.0% |
| YTD | +30.0% | -43.3% | +73.2% | +29.1% |
| 1Y | +59.1% | -51.5% | +110.6% | +58.5% |
| 3Y | +138.8% | +411.4% | -272.6% | +116.0% |
| All | +73.5% | +373.7% | -300.2% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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