+73.5%
CART vs RSG
+72.0%
+1.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +22.4% | +13.8% | +8.6% | +16.6% |
| 3M | +16.5% | +15.4% | +1.1% | +10.5% |
| 6M | +44.9% | +24.1% | +20.7% | +33.5% |
| YTD | +30.0% | +17.8% | +12.1% | +21.9% |
| 1Y | +59.1% | +21.5% | +37.6% | +47.4% |
| 3Y | +138.8% | +63.3% | +75.5% | +112.3% |
| All | +73.5% | +72.0% | +1.4% | +57.8% |
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