+434.7%
FIX vs CART
+37.6%
+397.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.4% | -9.2% | -11.3% |
| 7D | -27.2% | +1.2% | -28.4% | -27.3% |
| 30D | -46.9% | +27.1% | -74.0% | -48.7% |
| 3M | -44.4% | +27.4% | -71.9% | -46.5% |
| 6M | -50.9% | +32.1% | -83.0% | -53.3% |
| YTD | +3.5% | +28.5% | -24.9% | -1.1% |
| 1Y | -2.1% | +58.8% | -60.9% | -11.4% |
| 3Y | +418.7% | +114.8% | +304.0% | +334.6% |
| All | +434.7% | +37.6% | +397.1% | +343.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling