+46.0%
CART vs RL
+15.3%
+30.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.8% |
| 7D | +1.3% | +2.6% | -1.3% | +0.9% |
| 30D | +19.2% | +2.9% | +16.2% | +18.7% |
| 3M | +17.6% | 0.0% | +17.5% | +17.0% |
| 6M | +47.4% | +17.1% | +30.3% | +45.3% |
| YTD | +30.9% | +10.1% | +20.8% | +29.5% |
| 1Y | +46.0% | +17.3% | +28.7% | +39.3% |
| All | +46.0% | +15.3% | +30.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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