+7.7%
CARR vs FLEX
+684.1%
-676.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -1.0% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -11.0% | -11.8% | +0.8% | -7.8% |
| 3M | -16.4% | -22.6% | +6.2% | -10.9% |
| 6M | -2.4% | +77.3% | -79.7% | -23.7% |
| YTD | +8.4% | +78.8% | -70.3% | -16.4% |
| 1Y | -8.0% | +86.1% | -94.0% | -31.0% |
| 3Y | +0.6% | +446.2% | -445.6% | -54.2% |
| 5Y | +7.7% | +689.7% | -682.0% | -60.5% |
| All | +7.7% | +684.1% | -676.3% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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