+111.4%
FN vs CART
+116.9%
-5.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.5% | -6.1% |
| 7D | -7.0% | +1.4% | -8.4% | -7.1% |
| 30D | -24.7% | +29.7% | -54.4% | -26.9% |
| 3M | -35.7% | +29.7% | -65.4% | -37.8% |
| 6M | -52.4% | +36.8% | -89.2% | -54.6% |
| YTD | -25.0% | +31.7% | -56.6% | -28.1% |
| 1Y | -25.7% | +62.4% | -88.0% | -32.5% |
| All | +111.4% | +116.9% | -5.5% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling