+122.5%
FITB vs CART
+38.4%
+84.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -1.5% | +3.0% | -4.5% | -1.8% |
| 30D | +5.8% | +28.6% | -22.7% | +2.9% |
| 3M | -6.1% | +29.1% | -35.2% | -9.0% |
| 6M | +5.9% | +44.7% | -38.8% | +1.0% |
| YTD | +16.1% | +29.2% | -13.1% | +11.9% |
| 1Y | +28.8% | +66.2% | -37.3% | +19.6% |
| 3Y | +126.0% | +112.8% | +13.2% | +90.2% |
| All | +122.5% | +38.4% | +84.1% | +93.7% |
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