+66.2%
CART vs FFIV
+26.7%
+39.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.0% | -8.1% | +11.1% | +3.9% |
| 30D | +28.6% | -33.4% | +61.9% | +33.8% |
| 3M | +29.1% | -24.7% | +53.8% | +33.3% |
| 6M | +44.7% | -8.8% | +53.6% | +43.6% |
| YTD | +29.2% | +21.8% | +7.4% | +22.5% |
| 1Y | +66.2% | +25.3% | +40.9% | +57.2% |
| All | +66.2% | +26.7% | +39.5% | +57.2% |
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