+13.1%
CART vs RUN
-50.8%
+63.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | +1.0% | +1.3% | -0.2% | +1.0% |
| 30D | +12.6% | -15.3% | +27.9% | +13.4% |
| 3M | +23.1% | -40.0% | +63.1% | +25.2% |
| 6M | +39.5% | -27.0% | +66.5% | +40.2% |
| YTD | +13.5% | -51.7% | +65.2% | +17.4% |
| All | +13.1% | -50.8% | +63.9% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling