+4.4%
CARR vs FAST
+110.4%
-106.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -4.3% | +4.8% | -9.1% | -7.0% |
| 30D | -4.2% | +8.6% | -12.8% | -9.2% |
| 3M | -16.1% | +5.7% | -21.8% | -19.1% |
| 6M | -20.1% | +25.5% | -45.5% | -31.1% |
| YTD | +1.9% | +39.6% | -37.7% | -18.3% |
| 1Y | -6.1% | +35.5% | -41.6% | -23.3% |
| 3Y | +7.3% | +96.2% | -89.0% | -33.9% |
| 5Y | +4.4% | +110.2% | -105.8% | -39.8% |
| All | +4.4% | +110.4% | -106.0% | -39.8% |
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