+112.8%
CART vs RUN
-8.7%
+121.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +3.0% | +33.4% | -30.5% | +1.4% |
| 30D | +28.6% | +31.1% | -2.6% | +26.6% |
| 3M | +29.1% | +6.4% | +22.7% | +28.4% |
| 6M | +44.7% | -22.2% | +66.9% | +45.6% |
| YTD | +29.2% | -45.8% | +75.0% | +31.6% |
| 1Y | +66.2% | -51.1% | +117.3% | +69.7% |
| 3Y | +112.8% | -3.0% | +115.8% | +77.6% |
| All | +112.8% | -8.7% | +121.5% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling