-45.8%
RGTI vs CART
+47.7%
-93.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.4% | -7.0% |
| 7D | +4.9% | +1.2% | +3.7% | +4.9% |
| 30D | -19.2% | +17.8% | -37.0% | -18.7% |
| 3M | -43.9% | +20.7% | -64.6% | -43.7% |
| 6M | -45.8% | +49.7% | -95.5% | -42.3% |
| All | -45.8% | +47.7% | -93.5% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling