+42.4%
CART vs RRX
+7.6%
+34.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -6.1% |
| 7D | -4.1% | +4.3% | -8.4% | -4.4% |
| 30D | -4.3% | -8.0% | +3.7% | -3.8% |
| 3M | +13.1% | -22.0% | +35.1% | +14.9% |
| 6M | +26.0% | -11.9% | +37.9% | +25.8% |
| YTD | +6.7% | +17.1% | -10.4% | +1.9% |
| 1Y | +6.3% | +14.9% | -8.6% | +1.3% |
| All | +42.4% | +7.6% | +34.8% | +51.9% |
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