-56.1%
FISV vs CART
+21.6%
-77.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -5.7% | +23.1% | -28.9% | -8.6% |
| 6M | -15.3% | +39.5% | -54.9% | -19.4% |
| YTD | -21.1% | +13.5% | -34.6% | -23.1% |
| 1Y | -61.1% | +14.9% | -75.9% | -62.3% |
| All | -56.1% | +21.6% | -77.7% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling