+54.0%
FTI vs CART
+49.3%
+4.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | +4.3% | +1.3% | +3.0% | +4.3% |
| 30D | -4.7% | +19.2% | -23.8% | -4.0% |
| 3M | -13.5% | +17.6% | -31.1% | -13.0% |
| 6M | -8.7% | +47.4% | -56.1% | -7.3% |
| YTD | +49.0% | +30.9% | +18.1% | +52.9% |
| 1Y | +54.0% | +46.0% | +8.1% | +54.6% |
| All | +54.0% | +49.3% | +4.8% | +54.6% |
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