+425.9%
CARR vs FAST
+243.8%
+182.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | +0.6% | +1.8% | -1.2% | -0.3% |
| 30D | -8.7% | -6.4% | -2.2% | -5.2% |
| 3M | -18.4% | +5.3% | -23.7% | -21.0% |
| 6M | -0.6% | +5.4% | -6.0% | -3.9% |
| YTD | +10.9% | +23.6% | -12.6% | -2.1% |
| 1Y | -7.3% | +4.1% | -11.4% | -10.3% |
| 3Y | +2.9% | +92.4% | -89.5% | -30.6% |
| 5Y | +9.6% | +106.1% | -96.4% | -28.8% |
| All | +425.9% | +243.8% | +182.1% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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