+46.7%
FE vs CART
+111.7%
-65.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +0.6% | +1.2% | -0.6% | +0.5% |
| 30D | +6.4% | +27.1% | -20.7% | +5.7% |
| 3M | -0.5% | +27.4% | -27.9% | -1.1% |
| 6M | +4.7% | +32.1% | -27.4% | +4.0% |
| YTD | +8.4% | +28.5% | -20.1% | +7.6% |
| 1Y | +7.2% | +58.8% | -51.6% | +5.6% |
| All | +46.7% | +111.7% | -65.0% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling