-68.1%
RGTI vs CART
+61.3%
-129.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.9% |
| 7D | -9.6% | +1.4% | -11.0% | -9.8% |
| 30D | -26.0% | +29.7% | -55.7% | -28.8% |
| 3M | -35.8% | +29.7% | -65.5% | -39.0% |
| 6M | -36.7% | +36.8% | -73.5% | -41.0% |
| YTD | -49.4% | +31.7% | -81.0% | -55.3% |
| 1Y | -68.1% | +62.4% | -130.5% | -73.4% |
| All | -68.1% | +61.3% | -129.5% | -73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling