+74.7%
CART vs FND
-44.3%
+119.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.6% | -4.4% | +3.8% | 0.0% |
| 30D | +23.1% | +14.5% | +8.6% | +20.8% |
| 3M | +19.2% | -15.6% | +34.8% | +21.2% |
| 6M | +45.7% | +4.7% | +41.0% | +44.2% |
| YTD | +30.9% | -16.1% | +47.0% | +32.6% |
| 1Y | +50.2% | -16.0% | +66.2% | +51.9% |
| 3Y | +133.5% | -35.5% | +169.0% | +110.8% |
| All | +74.7% | -44.3% | +119.0% | +60.2% |
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