+48.4%
CART vs FDS
+23.2%
+25.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | +1.2% | -2.6% | +3.8% | +1.9% |
| 30D | +17.8% | +14.1% | +3.7% | +12.8% |
| 3M | +20.7% | +19.8% | +0.9% | +13.7% |
| 6M | +49.7% | +55.0% | -5.2% | +29.5% |
| YTD | +30.0% | +15.9% | +14.1% | +26.2% |
| 1Y | +48.4% | +24.2% | +24.2% | +41.7% |
| All | +48.4% | +23.2% | +25.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling