+79.9%
RF vs CART
+38.4%
+41.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -0.9% | +3.0% | -3.9% | -1.2% |
| 30D | +6.0% | +28.6% | -22.5% | +3.0% |
| 3M | -8.9% | +29.1% | -38.0% | -11.7% |
| 6M | +2.3% | +44.7% | -42.4% | -2.5% |
| YTD | +7.6% | +29.2% | -21.7% | +3.7% |
| 1Y | +21.2% | +66.2% | -45.0% | +12.5% |
| 3Y | +108.5% | +112.8% | -4.3% | +78.3% |
| All | +79.9% | +38.4% | +41.6% | +57.2% |
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