+72.5%
CART vs RJF
+59.3%
+13.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% | +38.3% | +32.7% |
| 6M | +44.7% | +2.5% | +42.2% | +43.1% |
| YTD | +29.2% | +2.5% | +26.7% | +27.3% |
| 1Y | +66.2% | +2.3% | +63.8% | +63.5% |
| 3Y | +112.8% | +68.7% | +44.1% | +67.0% |
| All | +72.5% | +59.3% | +13.2% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling