+60.1%
FERG vs CART
+38.4%
+21.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.1% | +3.0% | -5.0% | -2.3% |
| 30D | +8.7% | +28.6% | -19.9% | +6.4% |
| 3M | -7.4% | +29.1% | -36.5% | -9.4% |
| 6M | -6.6% | +44.7% | -51.4% | -9.5% |
| YTD | +6.6% | +29.2% | -22.6% | +4.0% |
| 1Y | -3.6% | +66.2% | -69.7% | -8.4% |
| 3Y | +56.4% | +112.8% | -56.4% | +42.9% |
| All | +60.1% | +38.4% | +21.7% | +46.9% |
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