+180.5%
RTX vs CART
+39.2%
+141.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +3.4% | +1.2% | +2.2% | +3.4% |
| 30D | +8.4% | +17.8% | -9.4% | +8.1% |
| 3M | -10.7% | +20.7% | -31.4% | -11.0% |
| 6M | +11.7% | +49.7% | -38.0% | +10.8% |
| YTD | +9.3% | +30.0% | -20.7% | +8.8% |
| 1Y | +13.3% | +48.4% | -35.1% | +12.1% |
| 3Y | +156.1% | +132.0% | +24.2% | +148.7% |
| All | +180.5% | +39.2% | +141.2% | +170.4% |
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 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