+130.3%
CART vs RRX
+64.5%
+65.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +0.9% |
| 7D | +1.3% | +4.3% | -3.1% | +0.9% |
| 30D | +19.2% | +12.3% | +6.8% | +17.8% |
| 3M | +17.6% | +3.7% | +13.9% | +16.9% |
| 6M | +47.4% | -13.9% | +61.3% | +48.3% |
| YTD | +30.9% | +26.5% | +4.4% | +22.4% |
| 1Y | +46.0% | +29.3% | +16.7% | +35.6% |
| 3Y | +130.3% | +65.6% | +64.8% | +77.7% |
| All | +130.3% | +64.5% | +65.8% | +77.7% |
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