+421.5%
CARR vs FDS
+26.7%
+394.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.7% |
| 7D | -3.8% | -14.0% | +10.2% | -0.3% |
| 30D | -8.9% | -6.2% | -2.7% | -7.7% |
| 3M | -17.3% | +10.2% | -27.5% | -20.3% |
| 6M | -1.4% | +27.4% | -28.8% | -10.9% |
| YTD | +10.0% | -9.3% | +19.3% | +11.7% |
| 1Y | -6.4% | -28.6% | +22.3% | +4.4% |
| 3Y | +1.5% | -36.8% | +38.4% | +18.5% |
| 5Y | +9.3% | -28.6% | +37.9% | +22.0% |
| All | +421.5% | +26.7% | +394.8% | +425.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling