-57.4%
FIG vs CART
+54.8%
-112.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -14.3% | -0.6% | -13.7% | -13.9% |
| 30D | -13.6% | +23.1% | -36.7% | -21.2% |
| 3M | -23.7% | +19.2% | -42.9% | -29.5% |
| 6M | -5.4% | +45.7% | -51.1% | -20.0% |
| YTD | -49.2% | +30.9% | -80.1% | -57.4% |
| 1Y | -57.4% | +50.2% | -107.5% | -64.1% |
| All | -57.4% | +54.8% | -112.1% | -64.1% |
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