+93.3%
RF vs CART
+21.6%
+71.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.3% | +1.0% | +0.3% | +1.2% |
| 30D | -3.6% | +12.6% | -16.2% | -5.0% |
| 3M | +8.1% | +23.1% | -15.0% | +5.3% |
| 6M | +11.5% | +39.5% | -28.1% | +6.4% |
| YTD | +15.6% | +13.5% | +2.0% | +13.3% |
| 1Y | +15.7% | +14.9% | +0.8% | +12.7% |
| All | +93.3% | +21.6% | +71.8% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling