-4.6%
CARR vs FLUT
-65.9%
+61.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +1.0% |
| 7D | +1.6% | -1.6% | +3.2% | +1.5% |
| 30D | -8.7% | +7.7% | -16.5% | -8.5% |
| 3M | -12.6% | -0.7% | -11.9% | -12.5% |
| 6M | -1.5% | -11.2% | +9.6% | -1.6% |
| YTD | +14.3% | -53.4% | +67.7% | +21.1% |
| 1Y | -4.6% | -65.8% | +61.2% | -0.4% |
| All | -4.6% | -65.9% | +61.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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