+436.5%
CARR vs FITB
+496.9%
-60.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +3.2% | +2.8% | +0.4% | +2.1% |
| 30D | -7.7% | -4.5% | -3.1% | -6.0% |
| 3M | -11.9% | +5.7% | -17.6% | -13.9% |
| 6M | +2.0% | +17.1% | -15.1% | -4.2% |
| YTD | +13.2% | +18.3% | -5.2% | +5.4% |
| 1Y | -8.5% | +23.9% | -32.4% | -16.5% |
| 3Y | +5.0% | +131.1% | -126.1% | -24.5% |
| 5Y | +12.0% | +71.1% | -59.1% | -11.9% |
| All | +436.5% | +496.9% | -60.4% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling