+73.5%
CART vs FLR
+37.1%
+36.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | -0.2% |
| 7D | +1.5% | +8.5% | -7.0% | +0.6% |
| 30D | +22.4% | -0.7% | +23.1% | +22.3% |
| 3M | +16.5% | -11.7% | +28.2% | +17.7% |
| 6M | +44.9% | +16.2% | +28.7% | +42.1% |
| YTD | +30.0% | +27.0% | +3.0% | +24.5% |
| 1Y | +59.1% | +10.1% | +49.0% | +55.1% |
| 3Y | +138.8% | +46.2% | +92.6% | +117.2% |
| All | +73.5% | +37.1% | +36.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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