-22.3%
FICO vs CART
+37.6%
-59.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | -0.3% | +1.2% | -1.4% | -0.4% |
| 30D | +1.7% | +27.1% | -25.4% | -2.7% |
| 3M | -35.2% | +27.4% | -62.6% | -38.0% |
| 6M | -33.7% | +32.1% | -65.8% | -37.0% |
| YTD | -58.2% | +28.5% | -86.6% | -60.4% |
| 1Y | -56.6% | +58.8% | -115.4% | -59.9% |
| 3Y | -24.0% | +114.8% | -138.7% | -32.0% |
| All | -22.3% | +37.6% | -59.9% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling