+51.5%
CART vs RSG
+54.8%
-3.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +1.0% | +0.3% | +0.8% | +0.9% |
| 30D | +12.6% | +7.6% | +5.0% | +9.9% |
| 3M | +23.1% | +7.4% | +15.7% | +19.8% |
| 6M | +39.5% | -3.3% | +42.8% | +41.4% |
| YTD | +13.5% | +6.0% | +7.5% | +10.8% |
| 1Y | +14.9% | -3.7% | +18.5% | +16.1% |
| All | +51.5% | +54.8% | -3.2% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling