+302.1%
FLEX vs CART
+39.2%
+262.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +12.0% |
| 7D | -7.2% | +1.5% | -8.7% | -7.2% |
| 30D | -34.8% | +22.4% | -57.2% | -35.3% |
| 3M | -35.6% | +16.5% | -52.1% | -36.0% |
| 6M | -45.0% | +44.9% | -89.9% | -46.2% |
| YTD | +29.4% | +30.0% | -0.6% | +27.4% |
| 1Y | +24.8% | +59.1% | -34.3% | +18.2% |
| 3Y | +304.4% | +138.8% | +165.6% | +264.5% |
| All | +302.1% | +39.2% | +262.9% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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