+112.8%
CART vs FTV
+33.2%
+79.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +3.0% | +0.2% | +2.7% | +2.9% |
| 30D | +28.6% | +15.7% | +12.9% | +23.7% |
| 3M | +29.1% | +7.5% | +21.5% | +26.5% |
| 6M | +44.7% | +8.5% | +36.3% | +41.1% |
| YTD | +29.2% | +18.8% | +10.4% | +22.6% |
| 1Y | +66.2% | +28.5% | +37.6% | +53.7% |
| 3Y | +112.8% | +34.0% | +78.8% | +99.1% |
| All | +112.8% | +33.2% | +79.7% | +99.1% |
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