+421.5%
CARR vs FDX
+338.9%
+82.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -3.8% | -3.3% | -0.5% | -2.6% |
| 30D | -8.9% | -4.5% | -4.4% | -7.4% |
| 3M | -17.3% | -7.3% | -10.0% | -15.1% |
| 6M | -1.4% | +7.5% | -8.9% | -4.3% |
| YTD | +10.0% | +35.1% | -25.1% | -1.8% |
| 1Y | -6.4% | +71.4% | -77.8% | -23.4% |
| 3Y | +1.5% | +60.8% | -59.3% | -17.2% |
| 5Y | +9.3% | +65.5% | -56.2% | -15.0% |
| All | +421.5% | +338.9% | +82.6% | +261.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling