+441.9%
CARR vs FN
+764.1%
-322.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.1% | +0.4% |
| 7D | +1.6% | -1.7% | +3.2% | +1.9% |
| 30D | -8.7% | -22.0% | +13.2% | -4.4% |
| 3M | -12.6% | -43.0% | +30.4% | -2.8% |
| 6M | -1.5% | -27.7% | +26.2% | +1.9% |
| YTD | +14.3% | -10.5% | +24.8% | +10.5% |
| 1Y | -4.6% | +12.5% | -17.1% | -14.2% |
| 3Y | +7.3% | +153.8% | -146.5% | -29.5% |
| 5Y | +11.6% | +288.0% | -276.4% | -39.2% |
| All | +441.9% | +764.1% | -322.1% | +148.6% |
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