+168.0%
RTX vs CART
+38.4%
+129.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -5.1% | +3.0% | -8.1% | -5.2% |
| 30D | +5.1% | +28.6% | -23.4% | +4.7% |
| 3M | -14.8% | +29.1% | -43.9% | -15.2% |
| 6M | +8.0% | +44.7% | -36.7% | +7.2% |
| YTD | +4.5% | +29.2% | -24.7% | +4.0% |
| 1Y | +9.8% | +66.2% | -56.3% | +8.1% |
| 3Y | +144.2% | +112.8% | +31.4% | +138.2% |
| All | +168.0% | +38.4% | +129.6% | +158.4% |
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 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