+5.7%
FERG vs CART
+54.8%
-49.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +6.4% | -0.6% | +7.0% | +6.4% |
| 30D | +19.9% | +23.1% | -3.2% | +19.2% |
| 3M | +5.6% | +19.2% | -13.6% | +5.0% |
| 6M | +9.2% | +45.7% | -36.4% | +9.6% |
| YTD | +20.6% | +30.9% | -10.2% | +15.5% |
| 1Y | +5.7% | +50.2% | -44.5% | +5.0% |
| All | +5.7% | +54.8% | -49.1% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling