+383.2%
CARR vs FAST
+288.4%
+94.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -4.3% | +4.8% | -9.1% | -6.7% |
| 30D | -4.2% | +8.6% | -12.8% | -8.6% |
| 3M | -16.1% | +5.7% | -21.8% | -18.8% |
| 6M | -20.1% | +25.5% | -45.5% | -29.9% |
| YTD | +1.9% | +39.6% | -37.7% | -16.1% |
| 1Y | -6.1% | +35.5% | -41.6% | -21.4% |
| 3Y | +7.3% | +96.2% | -89.0% | -28.4% |
| 5Y | +4.4% | +110.2% | -105.8% | -34.2% |
| All | +383.2% | +288.4% | +94.7% | +165.1% |
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 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