+138.8%
CART vs FRSH
-34.6%
+173.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.5% | -15.5% | +17.0% | +5.4% |
| 30D | +22.4% | -13.7% | +36.1% | +26.4% |
| 3M | +16.5% | +1.4% | +15.1% | +15.6% |
| 6M | +44.9% | +36.0% | +8.9% | +34.2% |
| YTD | +30.0% | -2.0% | +31.9% | +27.2% |
| 1Y | +59.1% | +7.3% | +51.7% | +52.7% |
| 3Y | +138.8% | -29.6% | +168.4% | +119.8% |
| All | +138.8% | -34.6% | +173.4% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling