+425.9%
CARR vs FN
+787.1%
-361.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | +0.6% | +5.8% | -5.2% | -0.6% |
| 30D | -8.7% | -20.6% | +12.0% | -4.6% |
| 3M | -18.4% | -28.6% | +10.3% | -13.6% |
| 6M | -0.6% | -20.7% | +20.1% | +0.8% |
| YTD | +10.9% | -8.1% | +19.1% | +6.6% |
| 1Y | -7.3% | +13.3% | -20.6% | -16.7% |
| 3Y | +2.9% | +175.7% | -172.8% | -34.0% |
| 5Y | +9.6% | +297.4% | -287.8% | -40.6% |
| All | +425.9% | +787.1% | -361.2% | +139.8% |
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