+783.2%
RGTI vs CART
+14.3%
+769.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.0% | +5.9% |
| 7D | +5.5% | -4.1% | +9.6% | +6.7% |
| 30D | -11.9% | -4.3% | -7.5% | -11.2% |
| 3M | -27.4% | +13.1% | -40.5% | -31.1% |
| 6M | -7.1% | +26.0% | -33.1% | -16.1% |
| YTD | -28.6% | +6.7% | -35.3% | -31.9% |
| 1Y | +4.4% | +6.3% | -1.9% | -1.6% |
| All | +783.2% | +14.3% | +769.0% | +568.1% |
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