+10.2%
CARR vs FGI
0.0%
+10.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | -3.3% | -1.4% | -2.0% | -3.3% |
| 30D | -3.6% | -3.2% | -0.4% | -3.6% |
| 3M | -16.3% | +64.1% | -80.4% | -17.2% |
| 6M | -19.6% | +17.2% | -36.8% | -20.3% |
| YTD | +2.5% | +31.6% | -29.1% | +1.0% |
| 1Y | -5.8% | +45.1% | -50.9% | -7.4% |
| 3Y | +10.2% | -2.0% | +12.1% | +11.7% |
| All | +10.2% | 0.0% | +10.2% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling