+62.4%
FDX vs CART
+38.4%
+24.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | +6.6% | +28.6% | -21.9% | +4.9% |
| 3M | -2.1% | +29.1% | -31.1% | -3.6% |
| 6M | +2.2% | +44.7% | -42.6% | -0.3% |
| YTD | +33.9% | +29.2% | +4.7% | +31.6% |
| 1Y | +50.2% | +66.2% | -15.9% | +43.8% |
| 3Y | +65.5% | +112.8% | -47.3% | +47.7% |
| All | +62.4% | +38.4% | +24.1% | +45.2% |
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