+12.0%
CARR vs FAST
+108.2%
-96.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +3.2% | +1.3% | +2.0% | +2.4% |
| 30D | -7.7% | -4.7% | -2.9% | -4.9% |
| 3M | -11.9% | +7.9% | -19.9% | -16.4% |
| 6M | +2.0% | +7.4% | -5.4% | -3.1% |
| YTD | +13.2% | +25.1% | -11.9% | -2.6% |
| 1Y | -8.5% | +4.7% | -13.2% | -12.3% |
| 3Y | +5.0% | +94.7% | -89.7% | -35.6% |
| 5Y | +12.0% | +106.8% | -94.8% | -34.1% |
| All | +12.0% | +108.2% | -96.2% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling