+421.5%
CARR vs FIS
-56.6%
+478.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | -7.9% | +4.1% | -2.0% |
| 30D | -8.9% | -8.0% | -0.9% | -7.3% |
| 3M | -17.3% | +0.6% | -17.9% | -18.1% |
| 6M | -1.4% | -22.2% | +20.8% | +3.5% |
| YTD | +10.0% | -40.8% | +50.8% | +24.0% |
| 1Y | -6.4% | -41.5% | +35.2% | +5.7% |
| 3Y | +1.5% | -25.5% | +27.0% | +6.5% |
| 5Y | +9.3% | -64.8% | +74.1% | +35.2% |
| All | +421.5% | -56.6% | +478.1% | +549.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling