+51.5%
CART vs RRX
+7.0%
+44.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +1.0% | +3.4% | -2.4% | +0.8% |
| 30D | +12.6% | -11.1% | +23.7% | +13.6% |
| 3M | +23.1% | -23.7% | +46.8% | +25.3% |
| 6M | +39.5% | -22.0% | +61.5% | +41.3% |
| YTD | +13.5% | +16.5% | -2.9% | +8.4% |
| 1Y | +14.9% | +11.5% | +3.4% | +10.0% |
| All | +51.5% | +7.0% | +44.5% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling