+239.5%
RCL vs CART
+37.6%
+201.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.8% |
| 7D | +3.9% | +1.2% | +2.7% | +3.8% |
| 30D | +11.8% | +27.1% | -15.3% | +7.8% |
| 3M | -0.8% | +27.4% | -28.3% | -4.6% |
| 6M | +23.6% | +32.1% | -8.5% | +17.9% |
| YTD | +17.6% | +28.5% | -10.9% | +12.4% |
| 1Y | +28.3% | +58.8% | -30.5% | +17.8% |
| 3Y | +261.4% | +114.8% | +146.7% | +214.0% |
| All | +239.5% | +37.6% | +201.9% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling