+14.9%
CART vs RNG
+144.7%
-129.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.6% |
| 7D | +1.0% | +5.8% | -4.7% | +0.1% |
| 30D | +12.6% | +19.6% | -7.0% | +9.4% |
| 3M | +23.1% | +67.0% | -43.9% | +13.4% |
| 6M | +39.5% | +88.4% | -48.8% | +25.5% |
| YTD | +13.5% | +155.5% | -141.9% | -4.1% |
| 1Y | +14.9% | +141.7% | -126.8% | -3.1% |
| All | +14.9% | +144.7% | -129.9% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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