+73.5%
CART vs IFF
+35.7%
+37.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | +1.5% | -10.8% | +12.3% | +2.3% |
| 30D | +22.4% | -0.1% | +22.5% | +22.4% |
| 3M | +16.5% | -1.2% | +17.8% | +16.6% |
| 6M | +44.9% | +5.2% | +39.7% | +44.3% |
| YTD | +30.0% | +27.3% | +2.7% | +27.7% |
| 1Y | +59.1% | +39.2% | +19.9% | +54.4% |
| 3Y | +138.8% | +26.1% | +112.7% | +117.7% |
| All | +73.5% | +35.7% | +37.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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