+1.5%
CARR vs FLR
+54.2%
-52.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -3.8% | -3.5% | -0.3% | -2.8% |
| 30D | -8.9% | +4.2% | -13.1% | -10.0% |
| 3M | -17.3% | +8.1% | -25.4% | -19.7% |
| 6M | -1.4% | +21.5% | -22.9% | -7.8% |
| YTD | +10.0% | +36.8% | -26.8% | -0.8% |
| 1Y | -6.4% | +31.2% | -37.6% | -15.0% |
| 3Y | +1.5% | +53.9% | -52.3% | -20.0% |
| All | +1.5% | +54.2% | -52.6% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling