-93.7%
FRMI vs CART
+60.0%
-153.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.7% | +14.5% | +13.6% |
| 7D | +34.6% | +1.2% | +33.4% | +35.1% |
| 30D | -44.6% | +17.8% | -62.4% | -41.6% |
| 3M | -72.9% | +20.7% | -93.6% | -71.1% |
| 6M | -62.3% | +49.7% | -112.1% | -56.4% |
| YTD | -74.3% | +30.0% | -104.3% | -73.3% |
| 1Y | -90.5% | +48.4% | -138.9% | -88.9% |
| All | -93.7% | +60.0% | -153.6% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling