+414.1%
CARR vs FCUV
-99.5%
+513.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.3% |
| 7D | -4.1% | -72.0% | +67.8% | -3.7% |
| 30D | -11.0% | -8.0% | -3.0% | -11.2% |
| 3M | -16.4% | +66.3% | -82.6% | -18.5% |
| 6M | -2.4% | -75.3% | +72.9% | -3.5% |
| YTD | +8.4% | -83.0% | +91.4% | +7.4% |
| 1Y | -8.0% | -94.7% | +86.7% | -8.0% |
| 3Y | +0.6% | -99.3% | +99.8% | +0.4% |
| 5Y | +7.7% | -99.9% | +107.6% | +7.9% |
| All | +414.1% | -99.5% | +513.6% | +347.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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