+42.4%
CART vs RSG
+54.0%
-11.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | -4.3% | +3.3% | -7.6% | -5.4% |
| 3M | +13.1% | +8.5% | +4.7% | +9.7% |
| 6M | +26.0% | -3.5% | +29.5% | +27.8% |
| YTD | +6.7% | +5.5% | +1.2% | +4.4% |
| 1Y | +6.3% | -1.7% | +8.0% | +6.5% |
| All | +42.4% | +54.0% | -11.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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