+512.8%
FIX vs CART
+39.2%
+473.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -13.9% | +0.3% | -14.2% | -14.0% |
| 30D | -35.5% | +22.4% | -58.0% | -37.3% |
| 3M | -33.9% | +15.6% | -49.6% | -35.4% |
| 6M | -43.3% | +44.9% | -88.2% | -46.8% |
| YTD | +18.7% | +30.0% | -11.3% | +13.2% |
| 1Y | +13.8% | +56.6% | -42.9% | +3.5% |
| 3Y | +495.0% | +131.9% | +363.0% | +396.0% |
| All | +512.8% | +39.2% | +473.6% | +407.8% |
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 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