+441.9%
CARR vs FE
+64.6%
+377.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | +1.6% | +1.9% | -0.4% | +1.2% |
| 30D | -8.7% | -1.2% | -7.6% | -8.5% |
| 3M | -12.6% | +3.5% | -16.1% | -13.2% |
| 6M | -1.5% | -6.1% | +4.5% | -0.5% |
| YTD | +14.3% | +7.6% | +6.7% | +12.3% |
| 1Y | -4.6% | +11.9% | -16.5% | -7.1% |
| 3Y | +7.3% | +48.4% | -41.1% | -2.1% |
| 5Y | +11.6% | +44.8% | -33.2% | +2.4% |
| All | +441.9% | +64.6% | +377.3% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling