+128.1%
FITB vs CART
+39.2%
+88.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | -1.1% | +1.5% | -2.6% | -1.3% |
| 30D | +7.3% | +22.4% | -15.1% | +4.9% |
| 3M | -4.0% | +16.5% | -20.5% | -5.8% |
| 6M | +11.9% | +44.9% | -33.0% | +6.7% |
| YTD | +19.0% | +30.0% | -11.0% | +14.6% |
| 1Y | +31.0% | +59.1% | -28.0% | +22.4% |
| 3Y | +143.8% | +138.8% | +5.0% | +101.8% |
| All | +128.1% | +39.2% | +88.9% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling