+42.4%
CART vs FLNC
-54.2%
+96.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.7% | -12.7% | -6.4% |
| 7D | -4.1% | +6.0% | -10.0% | -4.4% |
| 30D | -4.3% | -16.3% | +12.0% | -3.5% |
| 3M | +13.1% | -54.1% | +67.3% | +17.6% |
| 6M | +26.0% | -25.3% | +51.3% | +26.3% |
| YTD | +6.7% | -44.2% | +50.9% | +8.1% |
| 1Y | +6.3% | +53.1% | -46.9% | -2.0% |
| All | +42.4% | -54.2% | +96.6% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling