+73.5%
CART vs RJF
+65.0%
+8.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.3% | +4.0% | -3.7% | -1.0% |
| 30D | +22.4% | +6.1% | +16.3% | +20.1% |
| 3M | +15.6% | -5.8% | +21.5% | +17.6% |
| 6M | +44.9% | +9.7% | +35.2% | +40.1% |
| YTD | +30.0% | +6.2% | +23.8% | +26.7% |
| 1Y | +56.6% | +5.3% | +51.3% | +52.8% |
| 3Y | +131.9% | +74.4% | +57.5% | +80.2% |
| All | +73.5% | +65.0% | +8.5% | +34.7% |
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