+66.2%
CART vs FHN
+10.6%
+55.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.0% | -1.0% | +3.9% | +3.1% |
| 30D | +28.6% | +0.2% | +28.3% | +28.5% |
| 3M | +29.1% | -9.0% | +38.1% | +29.8% |
| 6M | +44.7% | -6.8% | +51.5% | +45.4% |
| YTD | +29.2% | -1.5% | +30.7% | +30.3% |
| 1Y | +66.2% | +10.9% | +55.2% | +63.4% |
| All | +66.2% | +10.6% | +55.5% | +63.4% |
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