+23.1%
CARR vs FGI
-74.8%
+97.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -25.2% | +24.9% | 0.0% |
| 7D | +3.5% | -14.4% | +17.9% | +3.6% |
| 30D | +0.4% | -11.8% | +12.1% | +0.4% |
| 3M | -14.1% | -46.2% | +32.2% | -13.5% |
| 6M | -16.7% | +5.2% | -21.9% | -17.7% |
| YTD | +4.2% | +10.5% | -6.3% | +2.1% |
| 1Y | -0.2% | +25.5% | -25.7% | -2.7% |
| 3Y | +10.9% | -16.0% | +26.9% | +8.1% |
| All | +23.1% | -74.8% | +97.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling