+72.2%
RMD vs CART
+40.2%
+32.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +2.1% | +1.3% | +0.8% | +1.9% |
| 30D | +2.1% | +19.2% | -17.1% | +0.2% |
| 3M | +6.2% | +17.6% | -11.3% | +4.4% |
| 6M | +19.4% | +47.4% | -28.0% | +14.4% |
| YTD | +0.5% | +30.9% | -30.3% | -2.9% |
| 1Y | -3.9% | +46.0% | -49.9% | -8.5% |
| 3Y | +72.5% | +130.3% | -57.8% | +50.9% |
| All | +72.2% | +40.2% | +32.0% | +59.1% |
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