+140.3%
RBRK vs CART
+41.3%
+99.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -3.5% | -8.7% | +5.2% | -0.3% |
| 30D | -8.3% | -4.4% | -3.9% | -7.0% |
| 3M | +24.7% | +14.6% | +10.0% | +18.0% |
| 6M | +58.9% | +24.4% | +34.5% | +44.6% |
| YTD | +16.3% | +5.0% | +11.2% | +12.4% |
| 1Y | +10.1% | +0.5% | +9.6% | +7.4% |
| All | +140.3% | +41.3% | +99.0% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling