+73.5%
CART vs RUN
-30.4%
+103.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | +1.5% | +18.1% | -16.5% | +0.5% |
| 30D | +22.4% | +27.5% | -5.1% | +20.5% |
| 3M | +16.5% | -4.5% | +21.0% | +16.5% |
| 6M | +44.9% | -33.3% | +78.2% | +47.3% |
| YTD | +30.0% | -47.1% | +77.0% | +32.9% |
| 1Y | +59.1% | -43.1% | +102.2% | +61.7% |
| 3Y | +138.8% | -3.0% | +141.8% | +103.0% |
| All | +73.5% | -30.4% | +103.9% | +67.3% |
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