+129.8%
FOXA vs CART
+133.8%
-4.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.3% |
| 7D | -2.9% | +1.2% | -4.1% | -3.0% |
| 30D | +5.1% | +17.8% | -12.6% | +3.9% |
| 3M | +4.7% | +20.7% | -16.0% | +3.2% |
| 6M | -0.2% | +49.7% | -50.0% | -3.1% |
| YTD | -9.2% | +30.0% | -39.2% | -11.5% |
| 1Y | -0.6% | +48.4% | -49.0% | -3.6% |
| All | +129.8% | +133.8% | -4.0% | +108.2% |
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