+7.7%
CARR vs FITB
+68.4%
-60.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -4.1% | -1.0% | -3.1% | -3.7% |
| 30D | -11.0% | -5.5% | -5.5% | -8.6% |
| 3M | -16.4% | +4.1% | -20.5% | -18.1% |
| 6M | -2.4% | +18.7% | -21.1% | -10.1% |
| YTD | +8.4% | +18.2% | -9.7% | -0.4% |
| 1Y | -8.0% | +23.7% | -31.6% | -17.5% |
| 3Y | +0.6% | +130.8% | -130.2% | -32.8% |
| 5Y | +7.7% | +69.8% | -62.0% | -19.1% |
| All | +7.7% | +68.4% | -60.6% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling