+436.5%
CARR vs FIS
-55.6%
+492.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +0.3% |
| 7D | +3.2% | -3.5% | +6.7% | +4.0% |
| 30D | -7.7% | -7.8% | +0.2% | -6.0% |
| 3M | -11.9% | +0.8% | -12.8% | -12.7% |
| 6M | +2.0% | -21.9% | +23.9% | +7.1% |
| YTD | +13.2% | -39.5% | +52.6% | +26.9% |
| 1Y | -8.5% | -41.0% | +32.5% | +3.1% |
| 3Y | +5.0% | -23.6% | +28.6% | +9.5% |
| 5Y | +12.0% | -65.6% | +77.6% | +39.5% |
| All | +436.5% | -55.6% | +492.1% | +564.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FIS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling