+2.4%
CARR vs FDX
+59.1%
-56.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.3% |
| 7D | +0.6% | -2.3% | +3.0% | +1.6% |
| 30D | -8.7% | -4.9% | -3.8% | -6.8% |
| 3M | -18.4% | -6.5% | -11.9% | -16.2% |
| 6M | -0.6% | +6.7% | -7.3% | -3.5% |
| YTD | +10.9% | +33.9% | -22.9% | -1.3% |
| 1Y | -7.3% | +72.2% | -79.5% | -25.1% |
| All | +2.4% | +59.1% | -56.7% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling