+504.7%
FIX vs CART
+41.0%
+463.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.6% | -16.6% | -15.3% |
| 7D | -18.9% | +1.4% | -20.3% | -19.1% |
| 30D | -36.3% | +29.7% | -66.0% | -38.5% |
| 3M | -38.5% | +29.7% | -68.2% | -40.9% |
| 6M | -42.3% | +36.8% | -79.1% | -45.3% |
| YTD | +17.1% | +31.7% | -14.6% | +11.5% |
| 1Y | +14.4% | +62.4% | -48.0% | +3.3% |
| 3Y | +486.7% | +120.1% | +366.6% | +389.9% |
| All | +504.7% | +41.0% | +463.7% | +400.1% |
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