+72.5%
CART vs FCUV
-99.6%
+172.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.6% |
| 7D | +3.0% | -13.0% | +15.9% | +3.0% |
| 30D | +28.6% | -36.9% | +65.5% | +28.8% |
| 3M | +29.1% | -65.3% | +94.4% | +29.4% |
| 6M | +44.7% | -32.9% | +77.6% | +43.0% |
| YTD | +29.2% | -91.2% | +120.4% | +30.4% |
| 1Y | +66.2% | -98.2% | +164.4% | +70.7% |
| 3Y | +112.8% | -99.6% | +212.4% | +104.6% |
| All | +72.5% | -99.6% | +172.1% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling