+33.5%
RMBS vs CART
+38.4%
-4.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +6.9% |
| 7D | -12.0% | +3.0% | -14.9% | -12.3% |
| 30D | -33.1% | +28.6% | -61.7% | -35.8% |
| 3M | -23.7% | +29.1% | -52.8% | -27.2% |
| 6M | -42.7% | +44.7% | -87.4% | -46.9% |
| YTD | -18.9% | +29.2% | -48.1% | -23.9% |
| 1Y | -30.0% | +66.2% | -96.2% | -38.8% |
| 3Y | +28.8% | +112.8% | -84.0% | +2.6% |
| All | +33.5% | +38.4% | -4.9% | +7.5% |
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 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