-22.6%
FPS vs CART
+61.7%
-84.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.6% | -18.9% | -17.0% |
| 7D | -23.3% | +1.4% | -24.7% | -23.1% |
| 30D | -42.4% | +29.7% | -72.1% | -39.8% |
| 3M | -43.0% | +29.7% | -72.8% | -40.8% |
| 6M | -44.5% | +36.8% | -81.3% | -41.7% |
| All | -22.6% | +61.7% | -84.3% | -17.7% |
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 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