+62.4%
CART vs FLNC
-69.0%
+131.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.2% | -8.6% | +1.2% |
| 7D | +1.4% | -2.1% | +3.5% | +1.4% |
| 30D | +29.7% | -20.8% | +50.5% | +30.6% |
| 3M | +29.7% | -61.3% | +91.1% | +33.8% |
| 6M | +36.8% | -50.9% | +87.6% | +43.3% |
| YTD | +31.7% | -69.4% | +101.0% | +41.8% |
| 1Y | +62.4% | -68.4% | +130.8% | +74.5% |
| All | +62.4% | -69.0% | +131.3% | +74.5% |
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