+7.7%
CARR vs FIS
-65.9%
+73.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.4% | -2.5% |
| 7D | -4.1% | -8.9% | +4.8% | -2.2% |
| 30D | -11.0% | -9.9% | -1.1% | -9.0% |
| 3M | -16.4% | 0.0% | -16.3% | -17.1% |
| 6M | -2.4% | -22.9% | +20.5% | +2.6% |
| YTD | +8.4% | -40.9% | +49.3% | +22.3% |
| 1Y | -8.0% | -40.4% | +32.5% | +3.3% |
| 3Y | +0.6% | -25.4% | +25.9% | +5.5% |
| 5Y | +7.7% | -64.8% | +72.6% | +33.4% |
| All | +7.7% | -65.9% | +73.6% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling