+130.3%
CART vs FCUV
-98.9%
+229.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +136.0% | -135.3% | 0.0% |
| 7D | +1.3% | +148.8% | -147.5% | +0.6% |
| 30D | +19.2% | +95.0% | -75.9% | +18.5% |
| 3M | +17.6% | +27.8% | -10.2% | +17.0% |
| 6M | +47.4% | +121.0% | -73.6% | +44.0% |
| YTD | +30.9% | -78.1% | +109.0% | +31.4% |
| 1Y | +46.0% | -94.3% | +140.2% | +48.9% |
| 3Y | +130.3% | -98.9% | +229.2% | +130.4% |
| All | +130.3% | -98.9% | +229.2% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling