+441.9%
CARR vs FAST
+249.5%
+192.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | +1.6% | -0.4% | +1.9% | +1.8% |
| 30D | -8.7% | -0.8% | -8.0% | -8.4% |
| 3M | -12.6% | +5.8% | -18.3% | -15.5% |
| 6M | -1.5% | +8.0% | -9.5% | -6.1% |
| YTD | +14.3% | +25.6% | -11.3% | 0.0% |
| 1Y | -4.6% | +0.8% | -5.4% | -6.1% |
| 3Y | +7.3% | +86.1% | -78.8% | -26.2% |
| 5Y | +11.6% | +100.2% | -88.6% | -26.9% |
| All | +441.9% | +249.5% | +192.4% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling