+12.5%
FN vs CART
+14.4%
-1.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +2.9% |
| 7D | -1.7% | +1.0% | -2.7% | -1.5% |
| 30D | -22.0% | +12.6% | -34.6% | -20.5% |
| 3M | -43.0% | +23.1% | -66.1% | -41.0% |
| 6M | -27.7% | +39.5% | -67.3% | -24.6% |
| YTD | -10.5% | +13.5% | -24.1% | -7.3% |
| 1Y | +12.5% | +14.9% | -2.4% | +16.8% |
| All | +12.5% | +14.4% | -1.9% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling