+45.5%
FANG vs CART
+11.0%
+34.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.7% |
| 7D | -0.4% | -9.5% | +9.1% | +0.3% |
| 30D | +2.4% | -7.8% | +10.2% | +3.0% |
| 3M | +4.9% | +10.4% | -5.5% | +3.7% |
| 6M | +12.0% | +20.1% | -8.0% | +9.8% |
| YTD | +37.1% | +3.7% | +33.4% | +36.1% |
| 1Y | +52.3% | +2.6% | +49.7% | +50.8% |
| All | +45.5% | +11.0% | +34.5% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling