-79.1%
FIG vs CART
+9.2%
-88.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | -16.3% | +1.0% | -17.4% | -16.6% |
| 30D | -14.3% | +12.6% | -26.9% | -17.0% |
| 3M | +7.2% | +23.1% | -16.0% | +1.3% |
| 6M | -18.6% | +39.5% | -58.2% | -24.3% |
| YTD | -35.5% | +13.5% | -49.0% | -40.5% |
| 1Y | -55.8% | +14.9% | -70.7% | -60.7% |
| All | -79.1% | +9.2% | -88.3% | -82.0% |
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