+112.8%
CART vs FLR
+27.4%
+85.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.8% | +0.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.0% |
| 30D | +28.6% | -9.1% | +37.7% | +29.6% |
| 3M | +29.1% | -4.7% | +33.7% | +29.3% |
| 6M | +44.7% | -14.2% | +59.0% | +46.0% |
| YTD | +29.2% | +17.3% | +11.9% | +25.0% |
| 1Y | +66.2% | +4.3% | +61.9% | +63.0% |
| 3Y | +112.8% | +30.7% | +82.1% | +97.6% |
| All | +112.8% | +27.4% | +85.4% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling