+55.6%
RSP vs CART
+37.6%
+18.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.7% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | +2.1% | +27.1% | -25.0% | +0.1% |
| 3M | -0.9% | +27.4% | -28.4% | -3.1% |
| 6M | +7.5% | +32.1% | -24.6% | +4.7% |
| YTD | +14.6% | +28.5% | -13.9% | +11.6% |
| 1Y | +17.6% | +58.8% | -41.2% | +12.2% |
| 3Y | +60.8% | +114.8% | -54.0% | +46.2% |
| All | +55.6% | +37.6% | +18.0% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling