+71.5%
CART vs RUN
-29.5%
+101.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.3% | -14.7% | -3.1% |
| 7D | +1.2% | +30.0% | -28.8% | -0.4% |
| 30D | +27.1% | +27.0% | +0.1% | +25.1% |
| 3M | +27.4% | -5.9% | +33.3% | +27.5% |
| 6M | +32.1% | -26.7% | +58.8% | +33.6% |
| YTD | +28.5% | -46.4% | +74.8% | +31.3% |
| 1Y | +58.8% | -52.1% | +110.9% | +62.8% |
| 3Y | +114.8% | -8.9% | +123.7% | +85.8% |
| All | +71.5% | -29.5% | +101.0% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling