+216.9%
FTI vs CART
+38.4%
+178.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +3.1% |
| 7D | -7.6% | +3.0% | -10.6% | -7.9% |
| 30D | -7.1% | +28.6% | -35.7% | -9.6% |
| 3M | -8.7% | +29.1% | -37.8% | -11.3% |
| 6M | -14.0% | +44.7% | -58.7% | -17.9% |
| YTD | +42.8% | +29.2% | +13.6% | +38.1% |
| 1Y | +50.4% | +66.2% | -15.8% | +39.6% |
| 3Y | +194.1% | +112.8% | +81.3% | +166.1% |
| All | +216.9% | +38.4% | +178.5% | +184.1% |
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 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