+112.8%
CART vs FDS
-23.2%
+136.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.6% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +28.6% | +20.2% | +8.4% | +21.3% |
| 3M | +29.1% | +19.9% | +9.2% | +21.8% |
| 6M | +44.7% | +56.2% | -11.4% | +24.9% |
| YTD | +29.2% | +14.6% | +14.7% | +22.4% |
| 1Y | +66.2% | +31.6% | +34.6% | +51.1% |
| 3Y | +112.8% | -23.8% | +136.6% | +120.5% |
| All | +112.8% | -23.2% | +136.0% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling