+72.5%
CART vs FHN
+124.4%
-51.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +3.0% | -1.0% | +3.9% | +3.3% |
| 30D | +28.6% | +0.2% | +28.3% | +28.4% |
| 3M | +29.1% | -9.0% | +38.1% | +32.3% |
| 6M | +44.7% | -6.8% | +51.5% | +47.2% |
| YTD | +29.2% | -1.5% | +30.7% | +28.8% |
| 1Y | +66.2% | +10.9% | +55.2% | +59.2% |
| 3Y | +112.8% | +119.4% | -6.5% | +42.0% |
| All | +72.5% | +124.4% | -51.9% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling