+4.7%
CARR vs FDX
+74.7%
-70.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | +3.5% | +5.2% | -1.7% | +1.3% |
| 30D | +0.4% | +11.3% | -10.9% | -4.1% |
| 3M | -14.1% | -4.1% | -10.0% | -12.7% |
| 6M | -16.7% | +9.6% | -26.3% | -20.2% |
| YTD | +4.2% | +40.9% | -36.7% | -9.7% |
| 1Y | -0.2% | +53.0% | -53.2% | -16.3% |
| 3Y | +10.9% | +74.1% | -63.2% | -14.8% |
| All | +4.7% | +74.7% | -70.0% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling