+113.7%
ROST vs CART
+40.2%
+73.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | +6.8% | +23.1% | -16.2% | +5.7% |
| 3M | -4.0% | +19.2% | -23.2% | -4.9% |
| 6M | +12.9% | +45.7% | -32.8% | +10.5% |
| YTD | +34.7% | +30.9% | +3.9% | +32.5% |
| 1Y | +49.5% | +50.2% | -0.7% | +45.4% |
| 3Y | +101.5% | +133.5% | -32.0% | +87.5% |
| All | +113.7% | +40.2% | +73.5% | +98.3% |
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