+111.6%
CART vs RCAT
+270.1%
-158.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -14.9% | +12.5% | -2.1% |
| 7D | +1.2% | -32.6% | +33.8% | +2.0% |
| 30D | +27.1% | -46.3% | +73.4% | +28.7% |
| 3M | +27.4% | -60.7% | +88.1% | +29.8% |
| 6M | +32.1% | -67.4% | +99.5% | +34.7% |
| YTD | +28.5% | -57.1% | +85.5% | +28.5% |
| 1Y | +58.8% | -63.8% | +122.6% | +59.3% |
| All | +111.6% | +270.1% | -158.5% | +103.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling