-2.3%
ROP vs CART
+40.2%
-42.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.4% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | +28.8% | +19.2% | +9.6% | +25.9% |
| 3M | +21.1% | +17.6% | +3.5% | +18.4% |
| 6M | +52.5% | +47.4% | +5.2% | +45.2% |
| YTD | +8.9% | +30.9% | -22.0% | +4.3% |
| 1Y | +8.2% | +46.0% | -37.7% | +2.7% |
| 3Y | -5.2% | +130.3% | -135.5% | -12.2% |
| All | -2.3% | +40.2% | -42.5% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling