+207.5%
FTI vs CART
+135.4%
+72.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -6.3% | +23.1% | -29.3% | -8.7% |
| 3M | -13.1% | +19.2% | -32.3% | -15.2% |
| 6M | -8.0% | +45.7% | -53.7% | -13.0% |
| YTD | +47.1% | +30.9% | +16.2% | +41.0% |
| 1Y | +50.7% | +50.2% | +0.5% | +40.5% |
| All | +207.5% | +135.4% | +72.1% | +160.9% |
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 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