+394.0%
CARR vs FN
+595.6%
-201.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | +1.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.2% |
| 30D | +0.4% | -16.5% | +16.9% | +3.0% |
| 3M | -14.1% | -42.1% | +28.0% | -5.4% |
| 6M | -16.7% | -52.9% | +36.2% | -5.6% |
| YTD | +4.2% | -28.0% | +32.2% | +3.7% |
| 1Y | -0.2% | -18.5% | +18.3% | -4.4% |
| 3Y | +10.9% | +93.9% | -83.0% | -23.8% |
| 5Y | +3.9% | +170.5% | -166.6% | -38.9% |
| All | +394.0% | +595.6% | -201.6% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling