+55.6%
RMBS vs CART
+14.3%
+41.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.7% |
| 7D | +3.0% | -4.1% | +7.0% | +3.6% |
| 30D | -14.4% | -4.3% | -10.1% | -13.9% |
| 3M | -42.8% | +13.1% | -56.0% | -44.6% |
| 6M | -1.4% | +26.0% | -27.4% | -7.9% |
| YTD | -5.4% | +6.7% | -12.2% | -8.4% |
| 1Y | +18.6% | +6.3% | +12.3% | +14.3% |
| All | +55.6% | +14.3% | +41.3% | +29.5% |
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