+112.8%
CART vs FND
-36.7%
+149.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +3.0% | +7.7% | -4.7% | +2.0% |
| 30D | +28.6% | +11.9% | +16.7% | +26.6% |
| 3M | +29.1% | -14.6% | +43.6% | +31.0% |
| 6M | +44.7% | +0.5% | +44.3% | +43.9% |
| YTD | +29.2% | -15.8% | +45.0% | +30.8% |
| 1Y | +66.2% | -12.9% | +79.1% | +67.2% |
| 3Y | +112.8% | -34.2% | +147.0% | +55.7% |
| All | +112.8% | -36.7% | +149.5% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling