+4.7%
CARR vs FE
+47.0%
-42.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +3.5% | +1.2% | +2.2% | +3.1% |
| 30D | +0.4% | +4.5% | -4.2% | -1.1% |
| 3M | -14.1% | +1.3% | -15.4% | -14.5% |
| 6M | -16.7% | +8.7% | -25.3% | -19.1% |
| YTD | +4.2% | +9.2% | -5.0% | +0.5% |
| 1Y | -0.2% | +7.0% | -7.2% | -3.1% |
| 3Y | +10.9% | +51.4% | -40.5% | -8.5% |
| All | +4.7% | +47.0% | -42.4% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling