-91.7%
FRMI vs CART
+54.8%
-146.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.7% | +16.8% | +17.7% |
| 7D | -0.5% | -0.6% | 0.0% | -0.9% |
| 30D | -44.3% | +23.1% | -67.4% | -41.3% |
| 3M | -74.6% | +19.2% | -93.8% | -73.3% |
| 6M | -66.3% | +45.7% | -112.0% | -62.4% |
| YTD | -77.4% | +30.9% | -108.3% | -76.4% |
| 1Y | -91.7% | +50.2% | -141.9% | -91.9% |
| All | -91.7% | +54.8% | -146.5% | -91.9% |
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