+33.7%
CARR vs FGI
-69.8%
+103.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +3.2% | +5.2% | -1.9% | +3.2% |
| 30D | -7.7% | +65.2% | -72.9% | -9.0% |
| 3M | -11.9% | +30.2% | -42.1% | -13.0% |
| 6M | +2.0% | +87.8% | -85.8% | -0.8% |
| YTD | +13.2% | +32.5% | -19.3% | +10.7% |
| 1Y | -8.5% | +93.6% | -102.1% | -11.9% |
| 3Y | +5.0% | -2.6% | +7.5% | +2.4% |
| All | +33.7% | -69.8% | +103.5% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling