-6.4%
CARR vs FIGR
-3.1%
-3.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.1% | +1.6% |
| 7D | -3.8% | -3.0% | -0.7% | -3.7% |
| 30D | -8.9% | +13.7% | -22.6% | -9.3% |
| 3M | -17.3% | +23.9% | -41.2% | -17.9% |
| 6M | -1.4% | -8.4% | +7.0% | -2.0% |
| YTD | +10.0% | -14.6% | +24.6% | +8.8% |
| 1Y | -6.4% | +12.1% | -18.4% | -7.3% |
| All | -6.4% | -3.1% | -3.2% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling