+72.5%
CART vs RRC
+57.5%
+15.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | +3.0% | -10.8% | +13.8% | +5.4% |
| 30D | +28.6% | +22.3% | +6.2% | +23.4% |
| 3M | +29.1% | +26.6% | +2.5% | +22.8% |
| 6M | +44.7% | +18.9% | +25.8% | +39.2% |
| YTD | +29.2% | +39.2% | -10.0% | +19.2% |
| 1Y | +66.2% | +34.0% | +32.2% | +54.4% |
| 3Y | +112.8% | +42.0% | +70.8% | +83.9% |
| All | +72.5% | +57.5% | +15.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling