+94.5%
FAST vs CART
+21.6%
+72.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.8% |
| 7D | -0.4% | +1.0% | -1.4% | -0.4% |
| 30D | -0.8% | +12.6% | -13.4% | -1.6% |
| 3M | +5.8% | +23.1% | -17.4% | +4.2% |
| 6M | +8.0% | +39.5% | -31.5% | +5.2% |
| YTD | +25.6% | +13.5% | +12.1% | +24.2% |
| 1Y | +0.8% | +14.9% | -14.1% | -0.6% |
| All | +94.5% | +21.6% | +72.9% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling