+51.5%
CART vs FND
-45.2%
+96.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | +1.0% | -5.2% | +6.3% | +1.6% |
| 30D | +12.6% | -19.9% | +32.5% | +15.4% |
| 3M | +23.1% | +2.7% | +20.4% | +22.5% |
| 6M | +39.5% | -21.7% | +61.2% | +43.3% |
| YTD | +13.5% | -17.5% | +31.0% | +15.5% |
| 1Y | +14.9% | -39.3% | +54.2% | +21.8% |
| All | +51.5% | -45.2% | +96.7% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling