+51.5%
CART vs FFIV
+143.4%
-91.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +12.6% | -5.1% | +17.7% | +13.9% |
| 3M | +23.1% | -4.5% | +27.6% | +23.9% |
| 6M | +39.5% | +36.5% | +3.1% | +24.7% |
| YTD | +13.5% | +53.0% | -39.4% | -2.9% |
| 1Y | +14.9% | +24.2% | -9.3% | +5.3% |
| All | +51.5% | +143.4% | -91.9% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling