+72.5%
CART vs RJF
+59.8%
+12.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +3.0% | +3.6% | -0.6% | +1.8% |
| 30D | +28.6% | +3.5% | +25.0% | +27.1% |
| 3M | +29.1% | -8.9% | +38.0% | +32.6% |
| 6M | +44.7% | +2.9% | +41.8% | +42.9% |
| YTD | +29.2% | +2.8% | +26.4% | +27.2% |
| 1Y | +66.2% | +2.7% | +63.5% | +63.3% |
| 3Y | +112.8% | +69.3% | +43.5% | +66.8% |
| All | +72.5% | +59.8% | +12.6% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling