+50.2%
CART vs RRC
+38.2%
+12.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +23.1% | +25.2% | -2.1% | +20.5% |
| 3M | +19.2% | +27.8% | -8.6% | +16.6% |
| 6M | +45.7% | +27.2% | +18.5% | +43.0% |
| YTD | +30.9% | +48.2% | -17.3% | +25.2% |
| 1Y | +50.2% | +34.7% | +15.5% | +47.1% |
| All | +50.2% | +38.2% | +12.0% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling