+421.5%
CARR vs FE
+62.4%
+359.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | -8.9% | -1.9% | -7.0% | -8.6% |
| 3M | -17.3% | -0.2% | -17.1% | -17.3% |
| 6M | -1.4% | -7.1% | +5.7% | -0.1% |
| YTD | +10.0% | +6.1% | +3.9% | +8.3% |
| 1Y | -6.4% | +10.1% | -16.4% | -8.6% |
| 3Y | +1.5% | +46.9% | -45.3% | -7.2% |
| 5Y | +9.3% | +50.0% | -40.7% | +0.2% |
| All | +421.5% | +62.4% | +359.1% | +388.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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