+38.4%
CART vs FRSH
-40.0%
+78.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | -9.5% | -9.6% | +0.1% | -7.3% |
| 30D | -7.8% | -0.4% | -7.3% | -7.8% |
| 3M | +10.4% | +27.2% | -16.8% | +4.0% |
| 6M | +20.1% | +42.2% | -22.1% | +9.9% |
| YTD | +3.7% | -2.6% | +6.3% | +2.0% |
| 1Y | +2.6% | -10.2% | +12.7% | +2.2% |
| All | +38.4% | -40.0% | +78.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FRSH 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling