+63.7%
RMD vs CART
+21.6%
+42.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -5.0% | +1.0% | -6.0% | -5.1% |
| 30D | +2.2% | +12.6% | -10.4% | +0.9% |
| 3M | +17.8% | +23.1% | -5.3% | +15.2% |
| 6M | -11.3% | +39.5% | -50.9% | -14.7% |
| YTD | -4.4% | +13.5% | -18.0% | -6.2% |
| 1Y | -15.7% | +14.9% | -30.6% | -17.7% |
| All | +63.7% | +21.6% | +42.1% | +53.6% |
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