+386.1%
CARR vs FICO
+243.5%
+142.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.3% |
| 7D | -3.3% | -0.1% | -3.3% | -3.3% |
| 30D | -3.6% | +8.4% | -12.0% | -5.6% |
| 3M | -16.3% | -30.5% | +14.2% | -11.9% |
| 6M | -19.6% | -35.7% | +16.2% | -15.4% |
| YTD | +2.5% | -57.2% | +59.7% | +18.1% |
| 1Y | -5.8% | -58.4% | +52.6% | +9.3% |
| 3Y | +10.2% | -24.8% | +35.0% | +2.6% |
| 5Y | +4.7% | +79.3% | -74.6% | -26.3% |
| All | +386.1% | +243.5% | +142.6% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling