-35.1%
RIG vs CART
+38.4%
-73.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.7% |
| 7D | -24.5% | +3.0% | -27.5% | -24.9% |
| 30D | -2.8% | +28.6% | -31.3% | -6.5% |
| 3M | +1.6% | +29.1% | -27.5% | -2.8% |
| 6M | -15.9% | +44.7% | -60.6% | -21.5% |
| YTD | +26.9% | +29.2% | -2.3% | +20.1% |
| 1Y | +34.4% | +66.2% | -31.8% | +21.0% |
| 3Y | -21.2% | +112.8% | -134.0% | -34.9% |
| All | -35.1% | +38.4% | -73.4% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling