-63.1%
FLUT vs CART
+54.8%
-117.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.6% |
| 3M | -13.7% | +19.2% | -32.9% | -16.3% |
| 6M | -9.0% | +45.7% | -54.7% | -13.6% |
| YTD | -60.2% | +30.9% | -91.1% | -62.4% |
| 1Y | -63.1% | +50.2% | -113.3% | -63.9% |
| All | -63.1% | +54.8% | -117.9% | -63.9% |
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