-1.8%
CARR vs FLEX
+23.4%
-25.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.3% | +12.9% | +2.6% |
| 7D | -0.7% | -17.0% | +16.3% | +2.4% |
| 30D | +0.3% | -33.8% | +34.1% | +7.5% |
| 3M | -14.9% | -39.0% | +24.1% | -7.6% |
| 6M | -14.9% | -15.9% | +1.0% | -14.0% |
| YTD | +7.0% | +27.8% | -20.8% | +0.2% |
| 1Y | -1.8% | +25.0% | -26.7% | -7.9% |
| All | -1.8% | +23.4% | -25.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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