+270.4%
RCL vs CART
+137.8%
+132.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | +8.5% | +0.3% | +8.2% | +8.5% |
| 30D | +20.4% | +22.4% | -2.0% | +16.9% |
| 3M | +11.0% | +15.6% | -4.6% | +8.5% |
| 6M | +24.9% | +44.9% | -20.1% | +18.0% |
| YTD | +23.9% | +30.0% | -6.1% | +18.4% |
| 1Y | +30.8% | +56.6% | -25.8% | +20.7% |
| 3Y | +270.4% | +131.9% | +138.5% | +232.0% |
| All | +270.4% | +137.8% | +132.6% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling