+386.1%
CARR vs FN
+676.1%
-290.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.9% | -10.1% | -0.7% |
| 7D | -3.3% | +16.3% | -19.6% | -7.1% |
| 30D | -3.6% | -24.7% | +21.1% | +1.3% |
| 3M | -16.3% | -34.9% | +18.6% | -10.2% |
| 6M | -19.6% | -41.1% | +21.5% | -13.4% |
| YTD | +2.5% | -19.6% | +22.1% | -0.2% |
| 1Y | -5.8% | -18.5% | +12.7% | -9.3% |
| 3Y | +10.2% | +119.1% | -108.9% | -26.2% |
| 5Y | +4.7% | +206.9% | -202.3% | -40.1% |
| All | +386.1% | +676.1% | -290.0% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling