+22.8%
FLEX vs CART
+51.1%
-28.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +12.2% |
| 7D | -7.2% | +1.5% | -8.7% | -6.7% |
| 30D | -34.8% | +22.4% | -57.2% | -29.8% |
| 3M | -35.6% | +16.5% | -52.1% | -31.7% |
| 6M | -45.0% | +44.9% | -89.9% | -35.6% |
| YTD | +29.4% | +30.0% | -0.6% | +45.3% |
| All | +22.8% | +51.1% | -28.3% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling