+112.8%
CART vs RRX
+63.4%
+49.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.1% |
| 7D | +3.0% | +7.5% | -4.6% | +2.2% |
| 30D | +28.6% | +3.0% | +25.6% | +28.1% |
| 3M | +29.1% | -5.3% | +34.4% | +29.4% |
| 6M | +44.7% | -26.6% | +71.4% | +48.1% |
| YTD | +29.2% | +21.2% | +8.0% | +21.5% |
| 1Y | +66.2% | +25.9% | +40.2% | +54.8% |
| 3Y | +112.8% | +71.7% | +41.1% | +64.5% |
| All | +112.8% | +63.4% | +49.4% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling