+436.5%
CARR vs FLEX
+2,479.8%
-2,043.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -2.4% |
| 7D | +3.2% | +7.0% | -3.7% | +1.0% |
| 30D | -7.7% | -5.8% | -1.9% | -6.2% |
| 3M | -11.9% | -24.2% | +12.3% | -5.4% |
| 6M | +2.0% | +90.8% | -88.8% | -21.9% |
| YTD | +13.2% | +89.2% | -76.0% | -14.0% |
| 1Y | -8.5% | +104.7% | -113.2% | -33.3% |
| 3Y | +5.0% | +478.1% | -473.1% | -50.5% |
| 5Y | +12.0% | +726.2% | -714.2% | -55.0% |
| All | +436.5% | +2,479.8% | -2,043.3% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling