+72.5%
CART vs RRX
+11.4%
+61.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.2% |
| 7D | +3.0% | +7.5% | -4.6% | +2.3% |
| 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% | +47.6% |
| YTD | +29.2% | +21.2% | +8.0% | +22.8% |
| 1Y | +66.2% | +25.9% | +40.2% | +56.7% |
| 3Y | +112.8% | +71.7% | +41.1% | +101.8% |
| All | +72.5% | +11.4% | +61.1% | +83.1% |
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