+130.3%
CART vs FND
-39.5%
+169.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | +1.3% | -6.8% | +8.1% | +2.1% |
| 30D | +19.2% | +8.0% | +11.2% | +18.0% |
| 3M | +17.6% | -18.9% | +36.5% | +19.9% |
| 6M | +47.4% | +4.7% | +42.7% | +46.2% |
| YTD | +30.9% | -21.6% | +52.5% | +33.5% |
| 1Y | +46.0% | -22.0% | +68.0% | +48.9% |
| 3Y | +130.3% | -40.4% | +170.8% | +92.8% |
| All | +130.3% | -39.5% | +169.9% | +92.8% |
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