+67.0%
FDX vs CART
+37.6%
+29.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -3.7% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +9.6% | +27.1% | -17.5% | +7.9% |
| 3M | +2.4% | +27.4% | -25.1% | +0.8% |
| 6M | +9.2% | +32.1% | -22.9% | +7.1% |
| YTD | +37.7% | +28.5% | +9.2% | +35.3% |
| 1Y | +56.1% | +58.8% | -2.7% | +50.0% |
| 3Y | +68.9% | +114.8% | -45.8% | +50.6% |
| All | +67.0% | +37.6% | +29.4% | +49.3% |
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