-82.4%
FRMI vs CART
+31.3%
-113.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -6.0% | +17.5% | +9.2% |
| 7D | +23.3% | -4.1% | +27.4% | +21.6% |
| 30D | -7.6% | -4.3% | -3.3% | -8.5% |
| 3M | +0.2% | +13.1% | -13.0% | +5.2% |
| 6M | -28.7% | +26.0% | -54.7% | -21.6% |
| YTD | -28.6% | +6.7% | -35.3% | -30.6% |
| All | -82.4% | +31.3% | -113.7% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling