+73.5%
CART vs FND
-41.8%
+115.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.1% |
| 7D | +1.5% | +8.5% | -7.0% | +0.4% |
| 30D | +22.4% | +17.2% | +5.2% | +19.8% |
| 3M | +16.5% | -14.9% | +31.5% | +18.3% |
| 6M | +44.9% | +3.1% | +41.8% | +43.5% |
| YTD | +30.0% | -12.4% | +42.4% | +31.0% |
| 1Y | +59.1% | -10.0% | +69.1% | +59.4% |
| 3Y | +138.8% | -31.3% | +170.1% | +112.8% |
| All | +73.5% | -41.8% | +115.3% | +58.2% |
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