+441.9%
CARR vs FDX
+353.7%
+88.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.3% |
| 7D | +1.6% | -2.5% | +4.1% | +2.5% |
| 30D | -8.7% | +3.8% | -12.5% | -10.1% |
| 3M | -12.6% | -1.3% | -11.3% | -12.3% |
| 6M | -1.5% | +5.0% | -6.6% | -3.6% |
| YTD | +14.3% | +39.6% | -25.3% | +0.8% |
| 1Y | -4.6% | +81.1% | -85.7% | -23.5% |
| 3Y | +7.3% | +63.0% | -55.7% | -13.0% |
| 5Y | +11.6% | +65.6% | -54.0% | -13.5% |
| All | +441.9% | +353.7% | +88.2% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling