+72.5%
CART vs FFIV
+93.8%
-21.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.0% | -8.1% | +11.1% | +5.0% |
| 30D | +28.6% | -33.4% | +61.9% | +41.0% |
| 3M | +29.1% | -24.7% | +53.8% | +36.5% |
| 6M | +44.7% | -8.8% | +53.6% | +43.4% |
| YTD | +29.2% | +21.8% | +7.4% | +15.3% |
| 1Y | +66.2% | +25.3% | +40.9% | +46.7% |
| 3Y | +112.8% | +101.2% | +11.7% | +60.7% |
| All | +72.5% | +93.8% | -21.3% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling