+116.8%
CART vs FGI
+2.3%
+114.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +1.6% |
| 7D | +1.4% | +3.3% | -2.0% | +1.3% |
| 30D | +29.7% | -2.0% | +31.7% | +29.7% |
| 3M | +29.7% | +60.3% | -30.5% | +28.9% |
| 6M | +36.8% | +0.7% | +36.1% | +36.0% |
| YTD | +31.7% | +30.2% | +1.5% | +30.5% |
| 1Y | +62.4% | +44.4% | +18.0% | +61.0% |
| All | +116.8% | +2.3% | +114.5% | +116.8% |
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