+73.7%
FDX vs CART
+41.0%
+32.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.5% |
| 7D | +8.1% | +1.4% | +6.8% | +8.1% |
| 30D | +13.9% | +29.7% | -15.7% | +12.1% |
| 3M | +5.5% | +29.7% | -24.2% | +3.8% |
| 6M | +15.1% | +36.8% | -21.7% | +12.7% |
| YTD | +43.2% | +31.7% | +11.5% | +40.5% |
| 1Y | +65.0% | +62.4% | +2.7% | +58.4% |
| 3Y | +75.7% | +120.1% | -44.4% | +56.3% |
| All | +73.7% | +41.0% | +32.7% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling