+29.8%
RCL vs CART
+40.3%
-10.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.6% | +4.8% | +6.3% |
| 7D | +11.7% | +1.4% | +10.3% | +11.6% |
| 30D | +21.1% | +29.7% | -8.5% | +18.9% |
| 3M | +2.9% | +29.7% | -26.8% | +1.1% |
| 6M | +29.8% | +36.8% | -7.0% | +27.7% |
| All | +29.8% | +40.3% | -10.5% | +27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling