+74.7%
CART vs RUN
-35.2%
+109.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.4% |
| 7D | -0.6% | +3.2% | -3.8% | -0.9% |
| 30D | +23.1% | +19.5% | +3.6% | +21.6% |
| 3M | +19.2% | -9.6% | +28.8% | +19.5% |
| 6M | +45.7% | -37.3% | +83.0% | +48.5% |
| YTD | +30.9% | -50.7% | +81.6% | +34.3% |
| 1Y | +50.2% | -54.1% | +104.3% | +54.5% |
| 3Y | +133.5% | -3.9% | +137.4% | +96.6% |
| All | +74.7% | -35.2% | +109.9% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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