+56.6%
CART vs RUN
-52.5%
+109.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | +0.6% |
| 7D | +0.3% | +0.3% | -0.1% | +0.1% |
| 30D | +22.4% | +14.0% | +8.4% | +21.1% |
| 3M | +15.6% | -11.8% | +27.4% | +16.2% |
| 6M | +44.9% | -40.4% | +85.3% | +47.0% |
| YTD | +30.0% | -52.7% | +82.7% | +35.8% |
| 1Y | +56.6% | -52.5% | +109.2% | +64.7% |
| All | +56.6% | -52.5% | +109.1% | +64.7% |
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