+56.6%
CART vs FFIV
+28.8%
+27.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | +1.5% | -2.1% | +3.6% | +1.8% |
| 30D | +22.4% | -33.8% | +56.2% | +27.7% |
| 3M | +16.5% | -20.6% | +37.1% | +19.6% |
| 6M | +44.9% | -10.2% | +55.1% | +44.0% |
| YTD | +30.0% | +24.5% | +5.5% | +21.1% |
| All | +56.6% | +28.8% | +27.8% | +43.8% |
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 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