-22.6%
FICO vs CART
+38.4%
-61.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.9% | +3.0% | -3.9% | -1.4% |
| 30D | +3.3% | +28.6% | -25.2% | -1.3% |
| 3M | -31.7% | +29.1% | -60.8% | -34.8% |
| 6M | -34.0% | +44.7% | -78.7% | -38.1% |
| YTD | -58.3% | +29.2% | -87.5% | -60.6% |
| 1Y | -57.9% | +66.2% | -124.1% | -61.3% |
| 3Y | -24.1% | +112.8% | -136.9% | -32.1% |
| All | -22.6% | +38.4% | -61.0% | -30.5% |
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