+77.7%
FERG vs CART
+39.2%
+38.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +7.2% | +0.3% | +6.9% | +7.2% |
| 30D | +17.9% | +22.4% | -4.5% | +15.9% |
| 3M | -1.3% | +15.6% | -16.9% | -2.6% |
| 6M | +8.3% | +44.9% | -36.6% | +5.0% |
| YTD | +18.3% | +30.0% | -11.7% | +15.4% |
| 1Y | +4.7% | +56.6% | -51.9% | +0.1% |
| 3Y | +70.3% | +131.9% | -61.6% | +55.3% |
| All | +77.7% | +39.2% | +38.5% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling