+51.5%
CART vs FCUV
-97.6%
+149.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.7% | +12.4% | -1.2% |
| 7D | +1.0% | +62.8% | -61.8% | +0.9% |
| 30D | +12.6% | +66.5% | -53.9% | +12.3% |
| 3M | +23.1% | +459.9% | -436.8% | +20.5% |
| 6M | +39.5% | -12.4% | +51.9% | +39.3% |
| YTD | +13.5% | -47.5% | +61.1% | +13.9% |
| 1Y | +14.9% | -80.5% | +95.4% | +16.1% |
| All | +51.5% | -97.6% | +149.2% | +40.0% |
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