-95.2%
FRMI vs CART
+59.0%
-154.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.8% |
| 7D | -39.8% | +3.0% | -42.8% | -39.2% |
| 30D | -60.5% | +28.6% | -89.0% | -57.0% |
| 3M | -74.6% | +29.1% | -103.7% | -72.3% |
| 6M | -71.8% | +44.7% | -116.5% | -67.7% |
| YTD | -80.4% | +29.2% | -109.6% | -79.7% |
| 1Y | -93.9% | +66.2% | -160.0% | -92.1% |
| All | -95.2% | +59.0% | -154.1% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling