+6.3%
CART vs FCUV
-93.2%
+99.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -65.2% | +59.2% | -5.9% |
| 7D | -4.1% | -47.9% | +43.8% | -4.0% |
| 30D | -4.3% | +13.7% | -18.0% | -4.3% |
| 3M | +13.1% | +97.0% | -83.9% | +12.0% |
| 6M | +26.0% | -66.1% | +92.1% | +28.0% |
| YTD | +6.7% | -81.8% | +88.5% | +8.7% |
| 1Y | +6.3% | -93.3% | +99.5% | +4.8% |
| All | +6.3% | -93.2% | +99.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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