+71.5%
CART vs FFIV
+94.4%
-22.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.0% | -1.1% |
| 7D | +1.2% | -14.2% | +15.4% | +4.9% |
| 30D | +27.1% | -33.6% | +60.7% | +39.5% |
| 3M | +27.4% | -24.2% | +51.6% | +34.4% |
| 6M | +32.1% | -8.3% | +40.4% | +30.7% |
| YTD | +28.5% | +22.1% | +6.4% | +14.6% |
| 1Y | +58.8% | +26.5% | +32.3% | +39.7% |
| 3Y | +114.8% | +102.3% | +12.4% | +62.1% |
| All | +71.5% | +94.4% | -22.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling