-84.0%
FIG vs CART
+23.6%
-107.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.4% | -14.3% | -15.9% |
| 7D | -17.4% | +1.2% | -18.6% | -17.5% |
| 30D | -15.9% | +27.1% | -43.0% | -21.8% |
| 3M | -34.5% | +27.4% | -61.9% | -39.1% |
| 6M | -5.0% | +32.1% | -37.2% | -13.0% |
| YTD | -50.7% | +28.5% | -79.1% | -56.3% |
| 1Y | -58.1% | +58.8% | -116.9% | -62.1% |
| All | -84.0% | +23.6% | -107.6% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling