+71.5%
CART vs RRC
+62.2%
+9.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.7% |
| 7D | +1.2% | -6.9% | +8.1% | +2.7% |
| 30D | +27.1% | +25.4% | +1.7% | +21.4% |
| 3M | +27.4% | +31.9% | -4.5% | +20.2% |
| 6M | +32.1% | +17.2% | +14.9% | +27.6% |
| YTD | +28.5% | +43.4% | -14.9% | +17.8% |
| 1Y | +58.8% | +36.7% | +22.1% | +47.1% |
| 3Y | +114.8% | +38.8% | +75.9% | +84.3% |
| All | +71.5% | +62.2% | +9.2% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling