+50.0%
FDX vs CART
+47.6%
+2.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.1% |
| 7D | +0.8% | +1.2% | -0.4% | +0.8% |
| 30D | +9.9% | +17.8% | -7.9% | +10.7% |
| 3M | -1.9% | +20.7% | -22.6% | -0.9% |
| 6M | +6.1% | +49.7% | -43.6% | +10.1% |
| YTD | +38.8% | +30.0% | +8.8% | +40.7% |
| 1Y | +50.0% | +48.4% | +1.6% | +54.2% |
| All | +50.0% | +47.6% | +2.4% | +54.2% |
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 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