+130.3%
CART vs RSG
+66.5%
+63.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.3% | +2.5% | -1.2% | +0.4% |
| 30D | +19.2% | +12.7% | +6.4% | +13.8% |
| 3M | +17.6% | +17.9% | -0.4% | +10.4% |
| 6M | +47.4% | +25.0% | +22.4% | +35.2% |
| YTD | +30.9% | +20.8% | +10.1% | +21.4% |
| 1Y | +46.0% | +24.3% | +21.7% | +33.7% |
| 3Y | +130.3% | +65.3% | +65.1% | +101.1% |
| All | +130.3% | +66.5% | +63.9% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling