+74.7%
CART vs RVTY
+40.1%
+34.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +0.8% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +19.2% | +1.5% | +17.6% | +18.9% |
| 3M | +17.6% | +31.5% | -13.9% | +14.0% |
| 6M | +47.4% | +62.7% | -15.3% | +39.2% |
| YTD | +30.9% | +60.0% | -29.1% | +23.4% |
| 1Y | +46.0% | +65.7% | -19.7% | +36.5% |
| 3Y | +130.3% | +85.2% | +45.1% | +111.5% |
| All | +74.7% | +40.1% | +34.6% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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