+297.3%
FLEX vs CART
+41.0%
+256.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -13.9% | -12.4% |
| 7D | -17.0% | +1.4% | -18.3% | -17.0% |
| 30D | -33.8% | +29.7% | -63.5% | -34.5% |
| 3M | -39.0% | +29.7% | -68.8% | -39.8% |
| 6M | -15.9% | +36.8% | -52.7% | -17.6% |
| YTD | +27.8% | +31.7% | -3.8% | +25.8% |
| 1Y | +25.0% | +62.4% | -37.4% | +18.1% |
| 3Y | +292.3% | +120.1% | +172.2% | +254.1% |
| All | +297.3% | +41.0% | +256.3% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling