-69.7%
RAM vs CART
+28.9%
-98.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.6% | -11.9% | -9.9% |
| 7D | -31.3% | +1.4% | -32.6% | -31.0% |
| 30D | -49.4% | +29.7% | -79.0% | -43.9% |
| 3M | -41.4% | +29.7% | -71.1% | -36.6% |
| All | -69.7% | +28.9% | -98.5% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · Available span rolling