+421.5%
CARR vs FITB
+499.2%
-77.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -8.9% | -5.7% | -3.2% | -6.8% |
| 3M | -17.3% | +3.2% | -20.5% | -18.4% |
| 6M | -1.4% | +23.4% | -24.8% | -9.2% |
| YTD | +10.0% | +18.8% | -8.8% | +2.4% |
| 1Y | -6.4% | +25.0% | -31.3% | -14.8% |
| 3Y | +1.5% | +131.2% | -129.7% | -27.0% |
| 5Y | +9.3% | +70.7% | -61.4% | -14.0% |
| All | +421.5% | +499.2% | -77.7% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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