+56.1%
FDX vs CART
+57.6%
-1.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -3.9% |
| 7D | +2.9% | +1.2% | +1.7% | +3.0% |
| 30D | +9.6% | +27.1% | -17.5% | +10.5% |
| 3M | +2.4% | +27.4% | -25.1% | +3.6% |
| 6M | +9.2% | +32.1% | -22.9% | +10.8% |
| YTD | +37.7% | +28.5% | +9.2% | +41.0% |
| 1Y | +56.1% | +58.8% | -2.7% | +50.1% |
| All | +56.1% | +57.6% | -1.5% | +50.1% |
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