+74.7%
CART vs RNG
+160.4%
-85.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | +1.3% | +4.6% | -3.3% | +0.5% |
| 30D | +19.2% | +0.4% | +18.7% | +19.1% |
| 3M | +17.6% | +11.4% | +6.1% | +15.4% |
| 6M | +47.4% | +95.7% | -48.3% | +31.9% |
| YTD | +30.9% | +162.9% | -132.0% | +10.6% |
| 1Y | +46.0% | +180.3% | -134.3% | +22.1% |
| 3Y | +130.3% | +188.3% | -58.0% | +76.2% |
| All | +74.7% | +160.4% | -85.7% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling