+62.4%
CART vs FFIV
+33.5%
+28.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +1.4% | -9.8% | +11.2% | +2.4% |
| 30D | +29.7% | -28.1% | +57.8% | +33.9% |
| 3M | +29.7% | -20.0% | +49.7% | +33.0% |
| 6M | +36.8% | -0.1% | +36.9% | +34.1% |
| YTD | +31.7% | +29.2% | +2.5% | +24.4% |
| 1Y | +62.4% | +36.6% | +25.8% | +54.5% |
| All | +62.4% | +33.5% | +28.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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