+112.8%
CART vs RNG
+154.7%
-41.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.0% |
| 7D | +3.0% | -11.3% | +14.3% | +4.9% |
| 30D | +28.6% | -5.7% | +34.2% | +29.8% |
| 3M | +29.1% | +16.8% | +12.3% | +26.0% |
| 6M | +44.7% | +58.5% | -13.7% | +34.2% |
| YTD | +29.2% | +151.3% | -122.1% | +10.7% |
| 1Y | +66.2% | +169.0% | -102.9% | +40.8% |
| 3Y | +112.8% | +156.9% | -44.1% | +65.1% |
| All | +112.8% | +154.7% | -41.8% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling