+463.3%
FLEX vs CART
+21.6%
+441.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.6% |
| 7D | -0.9% | +1.0% | -1.9% | -0.9% |
| 30D | -10.1% | +12.6% | -22.8% | -10.8% |
| 3M | -31.3% | +23.1% | -54.5% | -32.2% |
| 6M | +71.3% | +39.5% | +31.7% | +64.6% |
| YTD | +81.2% | +13.5% | +67.7% | +79.5% |
| 1Y | +98.5% | +14.9% | +83.6% | +95.2% |
| All | +463.3% | +21.6% | +441.7% | +422.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling