-93.9%
FRMI vs CART
+51.1%
-145.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | -24.3% | +0.3% | -24.6% | -24.3% |
| 30D | -55.1% | +22.4% | -77.5% | -52.4% |
| 3M | -73.8% | +15.6% | -89.5% | -72.5% |
| 6M | -70.6% | +44.9% | -115.5% | -66.6% |
| YTD | -80.8% | +30.0% | -110.7% | -80.3% |
| 1Y | -93.9% | +56.6% | -150.5% | -93.3% |
| All | -93.9% | +51.1% | -145.0% | -93.3% |
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