+72.5%
CART vs RL
+245.1%
-172.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.9% |
| 7D | +3.0% | -4.2% | +7.1% | +3.9% |
| 30D | +28.6% | +4.3% | +24.3% | +27.4% |
| 3M | +29.1% | -4.6% | +33.7% | +30.1% |
| 6M | +44.7% | +1.7% | +43.0% | +43.7% |
| YTD | +29.2% | +7.3% | +21.9% | +26.0% |
| 1Y | +66.2% | +20.8% | +45.4% | +57.2% |
| 3Y | +112.8% | +247.0% | -134.1% | +50.6% |
| All | +72.5% | +245.1% | -172.7% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling