+0.1%
CARR vs FLUT
-43.3%
+43.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -4.1% | -3.6% | -0.6% | -3.7% |
| 30D | -11.0% | -0.3% | -10.6% | -11.1% |
| 3M | -16.4% | -12.6% | -3.7% | -15.1% |
| 6M | -2.4% | -8.0% | +5.6% | -2.3% |
| YTD | +8.4% | -54.1% | +62.5% | +25.3% |
| 1Y | -8.0% | -66.1% | +58.1% | +13.6% |
| All | +0.1% | -43.3% | +43.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling