+395.6%
CARR vs FICO
+240.5%
+155.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | -0.8% | -0.8% | 0.0% | -1.0% |
| 3M | -13.4% | -31.3% | +17.9% | -8.7% |
| 6M | -16.4% | -33.9% | +17.5% | -12.7% |
| YTD | +4.5% | -57.6% | +62.1% | +20.6% |
| 1Y | -1.4% | -59.7% | +58.3% | +15.4% |
| 3Y | +10.0% | -28.0% | +38.0% | +3.7% |
| 5Y | +4.2% | +91.0% | -86.8% | -27.8% |
| All | +395.6% | +240.5% | +155.1% | +219.1% |
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