-56.4%
FICO vs CART
+61.3%
-117.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.6% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | +1.7% | +29.7% | -28.0% | -7.0% |
| 3M | -33.0% | +29.7% | -62.8% | -38.9% |
| 6M | -33.9% | +36.8% | -70.7% | -40.7% |
| YTD | -58.5% | +31.7% | -90.2% | -64.1% |
| 1Y | -56.4% | +62.4% | -118.7% | -63.1% |
| All | -56.4% | +61.3% | -117.7% | -63.1% |
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