-36.3%
FICO vs CART
+36.6%
-72.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.2% |
| 7D | -19.2% | +1.0% | -20.2% | -19.4% |
| 30D | -14.6% | +12.6% | -27.2% | -18.3% |
| 3M | -20.1% | +23.1% | -43.2% | -26.0% |
| 6M | -36.3% | +39.5% | -75.9% | -48.3% |
| All | -36.3% | +36.6% | -72.9% | -48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling