+244.2%
RCL vs CART
+38.4%
+205.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +6.5% | +3.0% | +3.5% | +6.1% |
| 30D | +15.9% | +28.6% | -12.7% | +11.6% |
| 3M | +2.7% | +29.1% | -26.4% | -1.4% |
| 6M | +15.2% | +44.7% | -29.5% | +8.7% |
| YTD | +19.2% | +29.2% | -10.0% | +13.8% |
| 1Y | +31.6% | +66.2% | -34.5% | +19.9% |
| 3Y | +274.2% | +112.8% | +161.4% | +225.5% |
| All | +244.2% | +38.4% | +205.8% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling