+43.4%
FANG vs CART
+14.3%
+29.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.7% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | +6.8% | -4.3% | +11.1% | +7.1% |
| 3M | +1.3% | +13.1% | -11.8% | 0.0% |
| 6M | +11.8% | +26.0% | -14.2% | +9.1% |
| YTD | +35.1% | +6.7% | +28.4% | +33.8% |
| 1Y | +48.9% | +6.3% | +42.7% | +47.1% |
| All | +43.4% | +14.3% | +29.1% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling