+73.5%
CART vs FND
-43.9%
+117.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +0.5% |
| 7D | +0.3% | +6.8% | -6.6% | -0.6% |
| 30D | +22.4% | +13.1% | +9.4% | +20.4% |
| 3M | +15.6% | -13.1% | +28.7% | +17.2% |
| 6M | +44.9% | -0.6% | +45.5% | +44.2% |
| YTD | +30.0% | -15.5% | +45.5% | +31.6% |
| 1Y | +56.6% | -13.7% | +70.3% | +57.8% |
| 3Y | +131.9% | -35.0% | +166.9% | +109.1% |
| All | +73.5% | -43.9% | +117.4% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling