+31.7%
FANG vs CART
+39.2%
-7.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +2.1% | +1.2% | +0.9% | +2.0% |
| 30D | -7.5% | +17.8% | -25.2% | -8.7% |
| 3M | -8.2% | +20.7% | -28.9% | -9.7% |
| 6M | -6.4% | +49.7% | -56.1% | -9.9% |
| YTD | +24.1% | +30.0% | -5.9% | +20.9% |
| 1Y | +28.5% | +48.4% | -19.9% | +23.3% |
| 3Y | +29.8% | +132.0% | -102.2% | +18.1% |
| All | +31.7% | +39.2% | -7.5% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling