+51.5%
CART vs FGI
-3.1%
+54.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -1.3% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | +12.6% | +65.4% | -52.8% | +11.8% |
| 3M | +23.1% | +23.5% | -0.4% | +22.3% |
| 6M | +39.5% | +60.5% | -21.0% | +38.1% |
| YTD | +13.5% | +30.0% | -16.5% | +12.5% |
| 1Y | +14.9% | +82.1% | -67.2% | +14.5% |
| All | +51.5% | -3.1% | +54.7% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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