+71.5%
CART vs FGI
-3.0%
+74.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.2% | -11.6% | +12.8% | +1.3% |
| 30D | +27.1% | -3.3% | +30.4% | +27.1% |
| 3M | +27.4% | +65.6% | -38.1% | +26.5% |
| 6M | +32.1% | -2.8% | +34.9% | +31.3% |
| YTD | +28.5% | +30.1% | -1.7% | +27.2% |
| 1Y | +58.8% | +50.2% | +8.6% | +57.2% |
| 3Y | +114.8% | -0.4% | +115.2% | +112.0% |
| All | +71.5% | -3.0% | +74.5% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling