+0.1%
CARR vs FLEX
+442.3%
-442.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -1.2% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -11.0% | -11.8% | +0.8% | -8.3% |
| 3M | -16.4% | -22.6% | +6.2% | -11.7% |
| 6M | -2.4% | +77.3% | -79.7% | -20.4% |
| YTD | +8.4% | +78.8% | -70.3% | -12.6% |
| 1Y | -8.0% | +86.1% | -94.0% | -27.6% |
| All | +0.1% | +442.3% | -442.2% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling