+25.1%
FANG vs CART
+54.8%
-29.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -1.0% | -0.6% | -0.4% | -1.1% |
| 30D | -7.2% | +23.1% | -30.3% | -6.8% |
| 3M | -9.8% | +19.2% | -29.0% | -9.5% |
| 6M | -6.7% | +45.7% | -52.4% | -6.4% |
| YTD | +22.4% | +30.9% | -8.4% | +21.9% |
| 1Y | +25.1% | +50.2% | -25.1% | +23.3% |
| All | +25.1% | +54.8% | -29.7% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling