+414.1%
CARR vs FOXA
+217.6%
+196.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.3% | -2.8% |
| 7D | -4.1% | -3.7% | -0.4% | -3.1% |
| 30D | -11.0% | +5.4% | -16.3% | -12.5% |
| 3M | -16.4% | -3.7% | -12.6% | -16.4% |
| 6M | -2.4% | +12.6% | -14.9% | -7.5% |
| YTD | +8.4% | -10.0% | +18.4% | +10.1% |
| 1Y | -8.0% | +15.0% | -23.0% | -14.5% |
| 3Y | +0.6% | +115.1% | -114.5% | -25.2% |
| 5Y | +7.7% | +93.0% | -85.3% | -17.7% |
| All | +414.1% | +217.6% | +196.5% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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