-45.3%
FIS vs CART
+37.6%
-82.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -21.2% | +1.2% | -22.4% | -21.3% |
| 30D | -12.1% | +27.1% | -39.2% | -14.9% |
| 3M | -30.6% | +27.4% | -58.0% | -32.8% |
| 6M | -35.5% | +32.1% | -67.6% | -37.9% |
| YTD | -54.4% | +28.5% | -82.8% | -56.2% |
| 1Y | -52.9% | +58.8% | -111.7% | -55.8% |
| 3Y | -38.7% | +114.8% | -153.4% | -47.4% |
| All | -45.3% | +37.6% | -82.9% | -52.4% |
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 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