+74.7%
CART vs RVMD
+462.7%
-388.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | +1.3% | -10.4% | +11.7% | +2.0% |
| 30D | +19.2% | -11.0% | +30.1% | +20.0% |
| 3M | +17.6% | -14.7% | +32.3% | +18.6% |
| 6M | +47.4% | +14.9% | +32.5% | +45.2% |
| YTD | +30.9% | +116.3% | -85.4% | +19.9% |
| 1Y | +46.0% | +167.6% | -121.6% | +30.2% |
| 3Y | +130.3% | +776.8% | -646.5% | +71.4% |
| All | +74.7% | +462.7% | -388.0% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling