+72.5%
CART vs RCAT
+325.3%
-252.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +18.6% | -18.1% | +0.1% |
| 7D | +3.0% | -12.7% | +15.7% | +3.2% |
| 30D | +28.6% | -34.3% | +62.9% | +29.7% |
| 3M | +29.1% | -53.4% | +82.5% | +31.2% |
| 6M | +44.7% | -62.0% | +106.7% | +47.3% |
| YTD | +29.2% | -49.1% | +78.3% | +28.7% |
| 1Y | +66.2% | -53.1% | +119.3% | +65.5% |
| 3Y | +112.8% | +318.7% | -205.8% | +103.3% |
| All | +72.5% | +325.3% | -252.8% | +68.4% |
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