-2.7%
CARR vs FIGR
-0.1%
-2.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.5% |
| 30D | -8.7% | +25.2% | -33.9% | -9.4% |
| 3M | -12.6% | +14.8% | -27.4% | -13.2% |
| 6M | -1.5% | +17.9% | -19.5% | -2.0% |
| YTD | +14.3% | -11.9% | +26.2% | +12.9% |
| All | -2.7% | -0.1% | -2.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling