+71.5%
RMD vs CART
+37.6%
+33.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | -5.3% | +1.2% | -6.5% | -5.4% |
| 30D | +8.4% | +27.1% | -18.7% | +5.8% |
| 3M | +7.1% | +27.4% | -20.3% | +4.3% |
| 6M | +15.8% | +32.1% | -16.3% | +12.1% |
| YTD | +0.2% | +28.5% | -28.3% | -3.1% |
| 1Y | -1.4% | +58.8% | -60.2% | -6.9% |
| 3Y | +61.3% | +114.8% | -53.5% | +42.4% |
| All | +71.5% | +37.6% | +33.9% | +58.8% |
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 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