-52.6%
FLUT vs CART
+40.2%
-92.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +4.5% | -0.6% | +5.1% | +4.6% |
| 30D | +9.2% | +23.1% | -13.9% | +6.8% |
| 3M | -13.7% | +19.2% | -32.9% | -15.4% |
| 6M | -9.0% | +45.7% | -54.7% | -12.4% |
| YTD | -60.2% | +30.9% | -91.1% | -61.4% |
| 1Y | -63.1% | +50.2% | -113.3% | -64.6% |
| 3Y | -42.5% | +133.5% | -176.0% | -48.6% |
| All | -52.6% | +40.2% | -92.8% | -56.8% |
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