+43.1%
FANG vs CART
+21.6%
+21.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.7% |
| 7D | +0.8% | +1.0% | -0.3% | +0.7% |
| 30D | +7.6% | +12.6% | -5.0% | +6.5% |
| 3M | -1.3% | +23.1% | -24.4% | -3.2% |
| 6M | +14.7% | +39.5% | -24.9% | +11.0% |
| YTD | +34.8% | +13.5% | +21.2% | +32.9% |
| 1Y | +42.9% | +14.9% | +28.1% | +40.3% |
| All | +43.1% | +21.6% | +21.5% | +32.4% |
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