+0.1%
CARR vs FGI
+57.4%
-57.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.4% |
| 7D | +2.2% | +13.5% | -11.3% | +2.1% |
| 30D | -0.8% | +17.1% | -17.9% | -0.9% |
| 3M | -13.4% | +78.0% | -91.5% | -14.5% |
| 6M | -16.4% | +46.4% | -62.8% | -17.5% |
| YTD | +4.5% | +47.7% | -43.2% | +2.9% |
| All | +0.1% | +57.4% | -57.3% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling