+58.6%
RSP vs CART
+40.2%
+18.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.4% | +1.3% | +1.1% | +2.3% |
| 30D | +4.3% | +19.2% | -14.9% | +2.7% |
| 3M | -0.3% | +17.6% | -17.9% | -1.8% |
| 6M | +9.8% | +47.4% | -37.5% | +6.1% |
| YTD | +16.8% | +30.9% | -14.0% | +13.6% |
| 1Y | +19.5% | +46.0% | -26.5% | +14.9% |
| 3Y | +65.1% | +130.3% | -65.2% | +49.6% |
| All | +58.6% | +40.2% | +18.5% | +45.0% |
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