+111.6%
CART vs FGI
+2.3%
+109.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.2% | -11.6% | +12.8% | +1.2% |
| 30D | +27.1% | -3.3% | +30.4% | +27.1% |
| 3M | +27.4% | +65.6% | -38.1% | +26.6% |
| 6M | +32.1% | -2.8% | +34.9% | +31.4% |
| YTD | +28.5% | +30.1% | -1.7% | +27.4% |
| 1Y | +58.8% | +50.2% | +8.6% | +57.5% |
| All | +111.6% | +2.3% | +109.3% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling