+436.5%
CARR vs FDS
+41.0%
+395.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | 0.0% |
| 7D | +3.2% | -5.4% | +8.6% | +4.6% |
| 30D | -7.7% | +1.6% | -9.2% | -8.1% |
| 3M | -11.9% | +17.7% | -29.7% | -16.4% |
| 6M | +2.0% | +29.1% | -27.0% | -7.2% |
| YTD | +13.2% | +1.0% | +12.2% | +12.0% |
| 1Y | -8.5% | -21.6% | +13.1% | 0.0% |
| 3Y | +5.0% | -30.1% | +35.1% | +19.8% |
| 5Y | +12.0% | -20.7% | +32.7% | +22.0% |
| All | +436.5% | +41.0% | +395.4% | +427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling