+10.7%
CARR vs FANG
+232.6%
-221.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -3.8% | +2.9% | -6.7% | -4.3% |
| 30D | -8.9% | +2.6% | -11.5% | -9.4% |
| 3M | -17.3% | +7.6% | -24.9% | -18.7% |
| 6M | -1.4% | +17.3% | -18.7% | -5.5% |
| YTD | +10.0% | +38.7% | -28.7% | +1.5% |
| 1Y | -6.4% | +51.6% | -58.0% | -15.5% |
| 3Y | +1.5% | +50.0% | -48.4% | -9.3% |
| All | +10.7% | +232.6% | -221.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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