+48.4%
CART vs FCUV
-98.0%
+146.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | +1.2% | +2.4% | -1.2% | +1.2% |
| 30D | +17.8% | -25.9% | +43.7% | +17.9% |
| 3M | +20.7% | -44.8% | +65.5% | +21.0% |
| 6M | +49.7% | -3.5% | +53.2% | +48.5% |
| YTD | +30.0% | -90.7% | +120.8% | +32.8% |
| 1Y | +48.4% | -97.9% | +146.3% | +50.6% |
| All | +48.4% | -98.0% | +146.3% | +50.6% |
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