-28.6%
RIG vs CART
+14.3%
-42.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -0.6% |
| 7D | -2.7% | -4.1% | +1.4% | -2.1% |
| 30D | +9.5% | -4.3% | +13.8% | +10.2% |
| 3M | -6.6% | +13.1% | -19.8% | -9.0% |
| 6M | -2.9% | +26.0% | -28.9% | -7.6% |
| YTD | +39.5% | +6.7% | +32.8% | +36.4% |
| 1Y | +82.3% | +6.3% | +76.0% | +77.6% |
| All | -28.6% | +14.3% | -42.9% | -39.5% |
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