-55.5%
FIS vs CART
+47.6%
-103.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.5% | -6.0% |
| 7D | -3.5% | +1.2% | -4.7% | -3.7% |
| 30D | -19.4% | +17.8% | -37.2% | -22.0% |
| 3M | -31.6% | +20.7% | -52.3% | -34.0% |
| 6M | -32.5% | +49.7% | -82.3% | -37.0% |
| YTD | -56.0% | +30.0% | -86.0% | -59.5% |
| 1Y | -55.5% | +48.4% | -103.9% | -58.4% |
| All | -55.5% | +47.6% | -103.1% | -58.4% |
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