+751.4%
RGTI vs CART
+11.0%
+740.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.7% |
| 7D | +2.5% | -9.5% | +12.0% | +5.6% |
| 30D | -13.7% | -7.8% | -5.9% | -11.9% |
| 3M | -22.6% | +10.4% | -33.0% | -26.0% |
| 6M | -13.4% | +20.1% | -33.5% | -20.6% |
| YTD | -31.2% | +3.7% | -34.9% | -33.8% |
| 1Y | -7.6% | +2.6% | -10.2% | -11.8% |
| All | +751.4% | +11.0% | +740.3% | +550.0% |
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