+436.5%
CARR vs FDX
+341.9%
+94.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | +3.2% | -3.3% | +6.6% | +4.5% |
| 30D | -7.7% | -1.4% | -6.3% | -7.3% |
| 3M | -11.9% | -4.5% | -7.4% | -10.5% |
| 6M | +2.0% | +9.4% | -7.4% | -1.6% |
| YTD | +13.2% | +36.0% | -22.9% | +0.8% |
| 1Y | -8.5% | +75.5% | -84.0% | -25.8% |
| 3Y | +5.0% | +62.8% | -57.8% | -14.8% |
| 5Y | +12.0% | +64.4% | -52.4% | -12.8% |
| All | +436.5% | +341.9% | +94.6% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FDX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling