+130.3%
CART vs FTV
+39.2%
+91.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +1.3% | +3.9% | -2.6% | +0.3% |
| 30D | +19.2% | +18.7% | +0.5% | +13.8% |
| 3M | +17.6% | +10.0% | +7.5% | +14.5% |
| 6M | +47.4% | +14.6% | +32.8% | +41.6% |
| YTD | +30.9% | +23.4% | +7.5% | +22.8% |
| 1Y | +46.0% | +31.3% | +14.7% | +34.2% |
| 3Y | +130.3% | +39.8% | +90.5% | +110.1% |
| All | +130.3% | +39.2% | +91.1% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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