+10.2%
CARR vs FICO
+4.8%
+5.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -16.7% | +17.7% | +3.0% |
| 7D | +1.6% | -19.2% | +20.7% | +3.9% |
| 30D | -8.7% | -14.6% | +5.9% | -7.3% |
| 3M | -12.6% | -20.1% | +7.5% | -11.5% |
| 6M | -1.5% | -36.3% | +34.8% | +3.6% |
| YTD | +14.3% | -44.9% | +59.2% | +24.1% |
| 1Y | -4.6% | -38.6% | +34.0% | -0.3% |
| All | +10.2% | +4.8% | +5.4% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling