+441.9%
CARR vs FFIV
+338.4%
+103.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.6% | -1.0% | +2.5% | +1.9% |
| 30D | -8.7% | -5.1% | -3.7% | -7.1% |
| 3M | -12.6% | -4.5% | -8.1% | -11.5% |
| 6M | -1.5% | +36.5% | -38.0% | -14.6% |
| YTD | +14.3% | +53.0% | -38.7% | -6.5% |
| 1Y | -4.6% | +24.2% | -28.8% | -15.2% |
| 3Y | +7.3% | +137.2% | -129.9% | -30.9% |
| 5Y | +11.6% | +91.8% | -80.1% | -23.1% |
| All | +441.9% | +338.4% | +103.5% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling