-83.6%
FIG vs CART
+25.9%
-109.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -14.3% | -0.6% | -13.7% | -14.0% |
| 30D | -13.6% | +23.1% | -36.7% | -18.9% |
| 3M | -23.7% | +19.2% | -42.9% | -27.8% |
| 6M | -5.4% | +45.7% | -51.1% | -15.0% |
| YTD | -49.2% | +30.9% | -80.1% | -55.3% |
| 1Y | -57.4% | +50.2% | -107.5% | -62.0% |
| All | -83.6% | +25.9% | -109.5% | -86.4% |
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