+71.5%
CART vs FLR
+22.5%
+49.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.1% | -1.9% |
| 7D | +1.2% | -5.4% | +6.6% | +1.7% |
| 30D | +27.1% | -13.5% | +40.6% | +28.9% |
| 3M | +27.4% | -10.8% | +38.2% | +28.4% |
| 6M | +32.1% | -15.1% | +47.2% | +33.4% |
| YTD | +28.5% | +13.5% | +15.0% | +24.5% |
| 1Y | +58.8% | -5.1% | +63.9% | +57.4% |
| 3Y | +114.8% | +22.7% | +92.1% | +99.8% |
| All | +71.5% | +22.5% | +49.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling