+51.5%
CART vs FRSH
-36.0%
+87.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.5% | -0.1% |
| 7D | +1.0% | -8.2% | +9.2% | +3.1% |
| 30D | +12.6% | +10.5% | +2.1% | +9.8% |
| 3M | +23.1% | +32.7% | -9.6% | +14.7% |
| 6M | +39.5% | +50.3% | -10.8% | +25.9% |
| YTD | +13.5% | +3.9% | +9.6% | +9.9% |
| 1Y | +14.9% | -2.2% | +17.0% | +12.2% |
| All | +51.5% | -36.0% | +87.5% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling