+2.4%
CARR vs FFIV
+151.3%
-148.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -3.1% |
| 7D | +0.6% | +3.5% | -2.8% | -0.4% |
| 30D | -8.7% | -1.3% | -7.3% | -8.5% |
| 3M | -18.4% | +2.4% | -20.7% | -19.2% |
| 6M | -0.6% | +41.8% | -42.4% | -11.8% |
| YTD | +10.9% | +58.5% | -47.6% | -6.2% |
| 1Y | -7.3% | +24.3% | -31.6% | -14.3% |
| All | +2.4% | +151.3% | -148.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling