-6.4%
CARR vs FLEX
+101.0%
-107.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.7% | 0.0% |
| 7D | -3.8% | +5.7% | -9.5% | -4.9% |
| 30D | -8.9% | -7.0% | -1.9% | -7.8% |
| 3M | -17.3% | -23.8% | +6.5% | -13.7% |
| 6M | -1.4% | +82.6% | -84.0% | -13.4% |
| YTD | +10.0% | +91.6% | -81.6% | -4.5% |
| 1Y | -6.4% | +100.6% | -106.9% | -19.8% |
| All | -6.4% | +101.0% | -107.4% | -19.8% |
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