+397.5%
CARR vs FAST
+293.0%
+104.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.3% |
| 7D | -1.9% | +4.3% | -6.2% | -4.2% |
| 30D | -1.1% | +8.3% | -9.4% | -5.5% |
| 3M | -13.8% | +6.5% | -20.3% | -17.0% |
| 6M | -16.5% | +29.5% | -46.0% | -28.1% |
| YTD | +4.9% | +41.3% | -36.3% | -14.2% |
| 1Y | -2.7% | +37.4% | -40.1% | -19.1% |
| 3Y | +10.4% | +98.5% | -88.1% | -26.8% |
| 5Y | +7.7% | +111.1% | -103.4% | -32.3% |
| All | +397.5% | +293.0% | +104.4% | +171.2% |
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