+14.9%
CART vs FLNC
+53.3%
-38.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.3% |
| 7D | +1.0% | -4.9% | +5.9% | +1.2% |
| 30D | +12.6% | -27.3% | +39.9% | +13.6% |
| 3M | +23.1% | -61.9% | +85.0% | +26.4% |
| 6M | +39.5% | -34.5% | +74.0% | +42.7% |
| YTD | +13.5% | -47.7% | +61.2% | +17.4% |
| 1Y | +14.9% | +53.3% | -38.5% | +16.0% |
| All | +14.9% | +53.3% | -38.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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