+2.4%
FICO vs CART
+21.6%
-19.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.5% |
| 7D | -19.2% | +1.0% | -20.2% | -19.3% |
| 30D | -14.6% | +12.6% | -27.2% | -16.2% |
| 3M | -20.1% | +23.1% | -43.2% | -22.6% |
| 6M | -36.3% | +39.5% | -75.9% | -39.5% |
| YTD | -44.9% | +13.5% | -58.4% | -46.4% |
| 1Y | -38.6% | +14.9% | -53.5% | -40.8% |
| All | +2.4% | +21.6% | -19.1% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling