+35.7%
RMBS vs CART
+133.8%
-98.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +21.9% | +1.2% | +20.7% | +21.7% |
| 30D | -13.4% | +17.8% | -31.2% | -15.8% |
| 3M | -15.9% | +20.7% | -36.6% | -18.9% |
| 6M | -34.8% | +49.7% | -84.5% | -40.5% |
| YTD | -7.5% | +30.0% | -37.5% | -13.8% |
| 1Y | -16.9% | +48.4% | -65.3% | -25.7% |
| All | +35.7% | +133.8% | -98.1% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling