+62.4%
CART vs FHN
+14.6%
+47.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | +1.4% | +2.3% | -0.9% | +1.2% |
| 30D | +29.7% | +1.6% | +28.0% | +29.4% |
| 3M | +29.7% | -8.4% | +38.1% | +30.4% |
| 6M | +36.8% | -2.3% | +39.1% | +36.7% |
| YTD | +31.7% | +1.5% | +30.2% | +32.1% |
| 1Y | +62.4% | +15.0% | +47.4% | +56.7% |
| All | +62.4% | +14.6% | +47.8% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling