+45.2%
FE vs CART
+41.0%
+4.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.6% |
| 30D | +8.1% | +29.7% | -21.6% | +7.2% |
| 3M | -1.3% | +29.7% | -31.0% | -2.1% |
| 6M | +2.9% | +36.8% | -33.9% | +1.9% |
| YTD | +8.6% | +31.7% | -23.1% | +7.5% |
| 1Y | +6.3% | +62.4% | -56.0% | +4.4% |
| 3Y | +45.1% | +120.1% | -74.9% | +37.6% |
| All | +45.2% | +41.0% | +4.2% | +38.9% |
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