+56.6%
CART vs RJF
+4.3%
+52.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.3% | +4.0% | -3.7% | -0.6% |
| 30D | +22.4% | +6.1% | +16.3% | +20.8% |
| 3M | +15.6% | -5.8% | +21.5% | +16.7% |
| 6M | +44.9% | +9.7% | +35.2% | +41.9% |
| YTD | +30.0% | +6.2% | +23.8% | +29.7% |
| 1Y | +56.6% | +5.3% | +51.3% | +55.5% |
| All | +56.6% | +4.3% | +52.3% | +55.5% |
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