-4.6%
CARR vs FDS
-17.4%
+12.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +0.6% |
| 7D | +1.6% | -1.9% | +3.5% | +1.3% |
| 30D | -8.7% | +9.0% | -17.8% | -7.6% |
| 3M | -12.6% | +18.9% | -31.4% | -9.8% |
| 6M | -1.5% | +35.1% | -36.7% | +3.1% |
| YTD | +14.3% | +5.5% | +8.8% | +21.5% |
| 1Y | -4.6% | -16.8% | +12.2% | +1.7% |
| All | -4.6% | -17.4% | +12.8% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling