-61.1%
FISV vs CART
+14.4%
-75.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -0.3% | +1.0% | -1.4% | -0.5% |
| 30D | -2.1% | +12.6% | -14.7% | -4.0% |
| 3M | -5.7% | +23.1% | -28.9% | -9.3% |
| 6M | -15.3% | +39.5% | -54.9% | -20.6% |
| YTD | -21.1% | +13.5% | -34.6% | -24.1% |
| 1Y | -61.1% | +14.9% | -75.9% | -64.3% |
| All | -61.1% | +14.4% | -75.5% | -64.3% |
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