+72.5%
CART vs RGEN
+6.6%
+65.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.2% |
| 30D | +28.6% | +3.7% | +24.8% | +27.9% |
| 3M | +29.1% | +8.8% | +20.3% | +27.4% |
| 6M | +44.7% | +38.0% | +6.8% | +38.4% |
| YTD | +29.2% | +5.9% | +23.3% | +27.2% |
| 1Y | +66.2% | +19.7% | +46.5% | +61.0% |
| 3Y | +112.8% | +20.5% | +92.3% | +102.3% |
| All | +72.5% | +6.6% | +65.9% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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