+73.5%
CART vs RRX
+19.1%
+54.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | +0.1% |
| 7D | +1.5% | +12.3% | -10.8% | +0.6% |
| 30D | +22.4% | +9.5% | +12.9% | +21.4% |
| 3M | +16.5% | +1.8% | +14.7% | +16.1% |
| 6M | +44.9% | -15.3% | +60.2% | +46.0% |
| YTD | +30.0% | +29.6% | +0.4% | +22.9% |
| 1Y | +59.1% | +34.1% | +25.0% | +49.4% |
| 3Y | +138.8% | +74.0% | +64.8% | +122.7% |
| All | +73.5% | +19.1% | +54.4% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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