-51.2%
FLUT vs CART
+111.7%
-162.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +1.7% |
| 7D | +4.8% | +1.2% | +3.6% | +4.6% |
| 30D | +8.8% | +27.1% | -18.3% | +6.0% |
| 3M | -10.7% | +27.4% | -38.1% | -13.1% |
| 6M | -19.7% | +32.1% | -51.8% | -22.2% |
| YTD | -61.4% | +28.5% | -89.9% | -62.5% |
| 1Y | -61.6% | +58.8% | -120.4% | -63.4% |
| All | -51.2% | +111.7% | -162.9% | -55.6% |
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 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