-84.3%
FRMI vs CART
+39.7%
-123.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +4.9% |
| 7D | +2.4% | +1.0% | +1.4% | +2.7% |
| 30D | -17.3% | +12.6% | -29.9% | -13.7% |
| 3M | -17.2% | +23.1% | -40.3% | -10.5% |
| 6M | -43.4% | +39.5% | -82.9% | -36.1% |
| YTD | -36.0% | +13.5% | -49.5% | -36.4% |
| All | -84.3% | +39.7% | -123.9% | -81.2% |
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 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