+55.0%
RSP vs CART
+38.4%
+16.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -1.0% | +3.0% | -4.0% | -1.3% |
| 30D | +2.6% | +28.6% | -26.0% | +0.4% |
| 3M | -0.8% | +29.1% | -29.9% | -3.0% |
| 6M | +6.3% | +44.7% | -38.4% | +2.7% |
| YTD | +14.1% | +29.2% | -15.1% | +11.1% |
| 1Y | +18.0% | +66.2% | -48.1% | +12.1% |
| 3Y | +61.0% | +112.8% | -51.8% | +46.5% |
| All | +55.0% | +38.4% | +16.6% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling