+50.2%
CART vs FCUV
-98.0%
+148.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.7% |
| 7D | -0.6% | -4.7% | +4.1% | -0.6% |
| 30D | +23.1% | -23.2% | +46.3% | +23.2% |
| 3M | +19.2% | -49.2% | +68.4% | +19.5% |
| 6M | +45.7% | -9.2% | +54.9% | +44.8% |
| YTD | +30.9% | -90.6% | +121.5% | +33.7% |
| 1Y | +50.2% | -97.9% | +148.1% | +52.2% |
| All | +50.2% | -98.0% | +148.2% | +52.2% |
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