+4.7%
CARR vs FICO
+91.4%
-86.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.5% | +2.2% | +1.3% | +3.1% |
| 30D | +0.4% | +0.1% | +0.3% | 0.0% |
| 3M | -14.1% | -35.2% | +21.1% | -8.5% |
| 6M | -16.7% | -32.4% | +15.7% | -13.9% |
| YTD | +4.2% | -57.4% | +61.6% | +19.9% |
| 1Y | -0.2% | -58.5% | +58.4% | +15.8% |
| 3Y | +10.9% | -28.9% | +39.7% | +1.8% |
| All | +4.7% | +91.4% | -86.8% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling