-42.7%
RMBS vs CART
+35.4%
-78.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +7.0% |
| 7D | -12.0% | +3.0% | -14.9% | -11.6% |
| 30D | -33.1% | +28.6% | -61.7% | -30.0% |
| 3M | -23.7% | +29.1% | -52.8% | -20.9% |
| 6M | -42.7% | +44.7% | -87.4% | -39.7% |
| All | -42.7% | +35.4% | -78.1% | -39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling