+7.7%
CARR vs FLUT
-51.9%
+59.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -4.1% | -3.6% | -0.6% | -3.6% |
| 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% | +23.6% |
| 1Y | -8.0% | -66.1% | +58.1% | +11.1% |
| 3Y | +0.6% | -45.0% | +45.6% | +8.4% |
| 5Y | +7.7% | -51.2% | +59.0% | +10.1% |
| All | +7.7% | -51.9% | +59.6% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling