+72.5%
CART vs RVMD
+528.0%
-455.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.2% | -7.7% | 0.0% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | +28.6% | -4.3% | +32.8% | +28.8% |
| 3M | +29.1% | -2.8% | +31.9% | +29.1% |
| 6M | +44.7% | +27.3% | +17.4% | +41.6% |
| YTD | +29.2% | +141.4% | -112.2% | +17.4% |
| 1Y | +66.2% | +213.3% | -147.1% | +46.3% |
| 3Y | +112.8% | +792.7% | -679.8% | +59.0% |
| All | +72.5% | +528.0% | -455.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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