-4.3%
RMD vs CART
+47.6%
-51.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | +1.9% | +17.8% | -15.9% | +0.6% |
| 3M | +6.3% | +20.7% | -14.4% | +4.7% |
| 6M | +18.2% | +49.7% | -31.5% | +15.1% |
| YTD | +0.3% | +30.0% | -29.7% | -5.2% |
| 1Y | -4.3% | +48.4% | -52.6% | -7.8% |
| All | -4.3% | +47.6% | -51.8% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling