+38.4%
CART vs FLNC
-58.0%
+96.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.3% | +5.5% | -2.4% |
| 7D | -9.5% | -4.2% | -5.3% | -9.3% |
| 30D | -7.8% | -20.0% | +12.2% | -6.7% |
| 3M | +10.4% | -56.9% | +67.3% | +15.1% |
| 6M | +20.1% | -35.5% | +55.6% | +21.3% |
| YTD | +3.7% | -48.8% | +52.5% | +5.5% |
| 1Y | +2.6% | +49.3% | -46.7% | -5.4% |
| All | +38.4% | -58.0% | +96.4% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling