+171.3%
RTX vs CART
+37.6%
+133.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.3% |
| 7D | -3.8% | +1.2% | -5.0% | -3.8% |
| 30D | +4.7% | +27.1% | -22.4% | +4.3% |
| 3M | -13.4% | +27.4% | -40.8% | -13.8% |
| 6M | +11.8% | +32.1% | -20.3% | +11.2% |
| YTD | +5.8% | +28.5% | -22.7% | +5.3% |
| 1Y | +11.9% | +58.8% | -46.9% | +10.4% |
| 3Y | +146.3% | +114.8% | +31.5% | +140.0% |
| All | +171.3% | +37.6% | +133.7% | +161.6% |
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