+441.9%
CARR vs FICO
+342.4%
+99.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -16.7% | +17.7% | +4.6% |
| 7D | +1.6% | -19.2% | +20.7% | +5.8% |
| 30D | -8.7% | -14.6% | +5.9% | -6.2% |
| 3M | -12.6% | -20.1% | +7.5% | -10.1% |
| 6M | -1.5% | -36.3% | +34.8% | +5.8% |
| YTD | +14.3% | -44.9% | +59.2% | +27.2% |
| 1Y | -4.6% | -38.6% | +34.0% | +1.7% |
| 3Y | +7.3% | +4.0% | +3.4% | -5.7% |
| 5Y | +11.6% | +99.5% | -87.9% | -21.3% |
| All | +441.9% | +342.4% | +99.5% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling