+62.4%
CART vs RJF
+7.8%
+54.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.8% | +0.6% |
| 7D | +1.4% | +7.2% | -5.8% | -0.1% |
| 30D | +29.7% | +4.9% | +24.8% | +28.3% |
| 3M | +29.7% | -5.5% | +35.3% | +30.8% |
| 6M | +36.8% | +8.0% | +28.8% | +34.5% |
| YTD | +31.7% | +6.2% | +25.5% | +31.3% |
| 1Y | +62.4% | +7.8% | +54.6% | +59.4% |
| All | +62.4% | +7.8% | +54.6% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling