+394.0%
CARR vs FDS
+62.4%
+331.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | +0.4% | +14.8% | -14.5% | -3.0% |
| 3M | -14.1% | +16.3% | -30.4% | -17.5% |
| 6M | -16.7% | +66.2% | -82.9% | -28.7% |
| YTD | +4.2% | +16.2% | -12.0% | -0.6% |
| 1Y | -0.2% | +21.8% | -22.0% | -6.9% |
| 3Y | +10.9% | -23.9% | +34.7% | +24.8% |
| 5Y | +3.9% | -23.1% | +27.0% | +14.6% |
| All | +394.0% | +62.4% | +331.7% | +367.8% |
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