-46.5%
FIS vs CART
+38.4%
-84.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -25.5% | +3.0% | -28.4% | -25.8% |
| 30D | -15.1% | +28.6% | -43.6% | -17.9% |
| 3M | -32.1% | +29.1% | -61.2% | -34.4% |
| 6M | -36.1% | +44.7% | -80.8% | -39.1% |
| YTD | -55.4% | +29.2% | -84.6% | -57.2% |
| 1Y | -53.9% | +66.2% | -120.0% | -56.9% |
| 3Y | -39.8% | +112.8% | -152.6% | -48.3% |
| All | -46.5% | +38.4% | -84.9% | -53.5% |
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