-23.0%
FICO vs CART
+41.0%
-64.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.5% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | +1.7% | +29.7% | -28.0% | -3.0% |
| 3M | -33.0% | +29.7% | -62.8% | -36.1% |
| 6M | -33.9% | +36.8% | -70.7% | -37.5% |
| YTD | -58.5% | +31.7% | -90.2% | -60.9% |
| 1Y | -56.4% | +62.4% | -118.7% | -59.8% |
| 3Y | -24.7% | +120.1% | -144.7% | -32.9% |
| All | -23.0% | +41.0% | -64.0% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling