-51.1%
FIS vs CART
+61.3%
-112.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.6% | -25.2% | -23.9% |
| 7D | -18.4% | +1.4% | -19.8% | -18.7% |
| 30D | -11.4% | +29.7% | -41.0% | -15.6% |
| 3M | -32.0% | +29.7% | -61.7% | -35.1% |
| 6M | -35.6% | +36.8% | -72.4% | -38.9% |
| YTD | -53.8% | +31.7% | -85.5% | -57.3% |
| 1Y | -51.1% | +62.4% | -113.5% | -55.1% |
| All | -51.1% | +61.3% | -112.4% | -55.1% |
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