+35.1%
CARR vs FGI
-70.4%
+105.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.5% | +1.0% |
| 7D | +1.6% | +0.5% | +1.0% | +1.6% |
| 30D | -8.7% | +65.4% | -74.1% | -10.1% |
| 3M | -12.6% | +23.5% | -36.1% | -13.6% |
| 6M | -1.5% | +60.5% | -62.1% | -3.9% |
| YTD | +14.3% | +30.0% | -15.7% | +11.9% |
| 1Y | -4.6% | +82.1% | -86.6% | -8.0% |
| 3Y | +7.3% | -4.4% | +11.7% | +4.7% |
| All | +35.1% | -70.4% | +105.4% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling