+241.2%
FLEX vs CART
+111.7%
+129.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.4% | -11.2% | -13.5% |
| 7D | -28.3% | +1.2% | -29.5% | -28.3% |
| 30D | -45.0% | +27.1% | -72.1% | -45.6% |
| 3M | -45.2% | +27.4% | -72.7% | -46.0% |
| 6M | -30.8% | +32.1% | -62.9% | -32.1% |
| YTD | +10.4% | +28.5% | -18.0% | +8.8% |
| 1Y | +2.3% | +58.8% | -56.6% | -3.8% |
| All | +241.2% | +111.7% | +129.6% | +204.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling