+128.8%
CART vs RVMD
+802.0%
-673.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +1.2% | -0.7% | +1.9% | +1.2% |
| 30D | +17.8% | -6.4% | +24.2% | +18.1% |
| 3M | +20.7% | -14.1% | +34.8% | +21.5% |
| 6M | +49.7% | +21.0% | +28.7% | +47.7% |
| YTD | +30.0% | +121.4% | -91.4% | +21.0% |
| 1Y | +48.4% | +167.9% | -119.5% | +35.1% |
| All | +128.8% | +802.0% | -673.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling