+44.6%
RMBS vs CART
+39.2%
+5.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.4% | +0.3% | -8.7% | -8.4% |
| 30D | -24.9% | +22.4% | -47.3% | -27.2% |
| 3M | -15.8% | +15.6% | -31.4% | -18.0% |
| 6M | -37.5% | +44.9% | -82.4% | -42.1% |
| YTD | -12.1% | +30.0% | -42.1% | -17.6% |
| 1Y | -27.0% | +56.6% | -83.6% | -35.1% |
| 3Y | +28.8% | +131.9% | -103.1% | +2.2% |
| All | +44.6% | +39.2% | +5.4% | +16.4% |
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