-59.1%
FIG vs CART
+60.1%
-119.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | -13.1% | +3.0% | -16.1% | -13.9% |
| 30D | -13.0% | +28.6% | -41.6% | -21.7% |
| 3M | -21.5% | +29.1% | -50.6% | -29.5% |
| 6M | -2.5% | +44.7% | -47.2% | -16.6% |
| YTD | -49.7% | +29.2% | -78.9% | -57.5% |
| 1Y | -59.1% | +66.2% | -125.2% | -65.7% |
| All | -59.1% | +60.1% | -119.2% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling