+51.5%
CART vs FTV
+0.5%
+51.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +1.0% | -4.5% | +5.5% | +2.3% |
| 30D | +12.6% | -7.1% | +19.7% | +14.9% |
| 3M | +23.1% | -7.2% | +30.3% | +25.4% |
| 6M | +39.5% | -1.5% | +41.0% | +39.5% |
| YTD | +13.5% | +3.5% | +10.1% | +11.7% |
| 1Y | +14.9% | +20.3% | -5.5% | +7.3% |
| All | +51.5% | +0.5% | +51.0% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling