+56.5%
FERG vs CART
+21.6%
+34.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | 0.0% | +1.0% | -1.1% | -0.1% |
| 30D | -10.2% | +12.6% | -22.8% | -11.1% |
| 3M | -0.6% | +23.1% | -23.7% | -2.2% |
| 6M | -6.5% | +39.5% | -46.1% | -9.2% |
| YTD | +4.2% | +13.5% | -9.4% | +2.9% |
| 1Y | -2.3% | +14.9% | -17.1% | -4.0% |
| All | +56.5% | +21.6% | +34.9% | +45.2% |
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