+31.1%
CARR vs FGI
-69.1%
+100.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.0% |
| 7D | +0.6% | +14.7% | -14.0% | +0.5% |
| 30D | -8.7% | +67.0% | -75.6% | -10.0% |
| 3M | -18.4% | +31.0% | -49.4% | -19.4% |
| 6M | -0.6% | +126.8% | -127.4% | -3.6% |
| YTD | +10.9% | +35.6% | -24.7% | +8.5% |
| 1Y | -7.3% | +108.9% | -116.2% | -10.9% |
| 3Y | +2.9% | -0.3% | +3.2% | +0.3% |
| All | +31.1% | -69.1% | +100.2% | +30.2% |
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