+52.7%
ROST vs CART
+61.3%
-8.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +6.1% |
| 7D | +7.8% | +1.4% | +6.4% | +7.8% |
| 30D | +8.6% | +29.7% | -21.1% | +9.0% |
| 3M | -1.9% | +29.7% | -31.7% | -1.4% |
| 6M | +9.1% | +36.8% | -27.6% | +10.0% |
| YTD | +37.2% | +31.7% | +5.6% | +37.8% |
| 1Y | +52.7% | +62.4% | -9.6% | +50.1% |
| All | +52.7% | +61.3% | -8.6% | +50.1% |
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 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