+436.5%
CARR vs FHN
+344.9%
+91.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +3.2% | +2.7% | +0.6% | +2.5% |
| 30D | -7.7% | -3.1% | -4.6% | -6.9% |
| 3M | -11.9% | +2.3% | -14.3% | -12.5% |
| 6M | +2.0% | +9.7% | -7.7% | -0.5% |
| YTD | +13.2% | +4.7% | +8.4% | +11.6% |
| 1Y | -8.5% | +13.8% | -22.3% | -12.1% |
| 3Y | +5.0% | +131.6% | -126.6% | -16.9% |
| 5Y | +12.0% | +91.1% | -79.2% | -13.5% |
| All | +436.5% | +344.9% | +91.6% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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