+394.0%
CARR vs FFIV
+247.1%
+146.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | +0.4% | -32.4% | +32.7% | +14.6% |
| 3M | -14.1% | -25.7% | +11.6% | -5.9% |
| 6M | -16.7% | -13.5% | -3.2% | -14.6% |
| YTD | +4.2% | +21.1% | -16.9% | -8.8% |
| 1Y | -0.2% | +29.4% | -29.6% | -15.2% |
| 3Y | +10.9% | +94.9% | -84.0% | -24.9% |
| 5Y | +3.9% | +34.7% | -30.9% | -19.6% |
| All | +394.0% | +247.1% | +146.9% | +147.6% |
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