-54.7%
FLUT vs CART
+38.4%
-93.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -1.1% | +3.0% | -4.0% | -1.4% |
| 30D | +7.7% | +28.6% | -20.8% | +4.9% |
| 3M | -12.2% | +29.1% | -41.2% | -14.6% |
| 6M | -17.6% | +44.7% | -62.3% | -20.6% |
| YTD | -62.0% | +29.2% | -91.2% | -63.1% |
| 1Y | -62.3% | +66.2% | -128.4% | -64.1% |
| 3Y | -52.0% | +112.8% | -164.8% | -56.5% |
| All | -54.7% | +38.4% | -93.1% | -58.7% |
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