+29.7%
FAST vs CART
+57.6%
-27.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.6% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +4.6% | +27.1% | -22.5% | +5.1% |
| 3M | +6.4% | +27.4% | -21.1% | +6.8% |
| 6M | +20.6% | +32.1% | -11.5% | +21.3% |
| YTD | +34.7% | +28.5% | +6.2% | +34.9% |
| 1Y | +29.7% | +58.8% | -29.1% | +24.4% |
| All | +29.7% | +57.6% | -27.9% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling