-35.9%
RIG vs CART
+39.2%
-75.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -17.0% | +1.5% | -18.5% | -17.2% |
| 30D | -6.2% | +22.4% | -28.6% | -9.1% |
| 3M | -1.7% | +16.5% | -18.2% | -4.3% |
| 6M | -19.2% | +44.9% | -64.1% | -24.5% |
| YTD | +25.2% | +30.0% | -4.8% | +18.4% |
| 1Y | +29.9% | +59.1% | -29.2% | +18.0% |
| 3Y | -21.3% | +138.8% | -160.1% | -35.0% |
| All | -35.9% | +39.2% | -75.1% | -47.4% |
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 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