+131.9%
CART vs FTV
+38.5%
+93.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +22.4% | +18.3% | +4.1% | +17.0% |
| 3M | +15.6% | +9.8% | +5.8% | +12.7% |
| 6M | +44.9% | +12.3% | +32.6% | +40.0% |
| YTD | +30.0% | +23.1% | +6.9% | +22.1% |
| 1Y | +56.6% | +32.5% | +24.1% | +43.6% |
| 3Y | +131.9% | +38.3% | +93.6% | +114.0% |
| All | +131.9% | +38.5% | +93.5% | +114.0% |
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