-38.6%
FICO vs CART
+14.4%
-53.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.3% |
| 7D | -19.2% | +1.0% | -20.2% | -19.4% |
| 30D | -14.6% | +12.6% | -27.2% | -17.7% |
| 3M | -20.1% | +23.1% | -43.2% | -25.0% |
| 6M | -36.3% | +39.5% | -75.9% | -42.7% |
| YTD | -44.9% | +13.5% | -58.4% | -48.2% |
| 1Y | -38.6% | +14.9% | -53.5% | -41.7% |
| All | -38.6% | +14.4% | -53.1% | -41.7% |
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