-9.6%
CARR vs FPS
+12.3%
-21.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.8% | +3.5% | -1.0% |
| 7D | -4.1% | -4.6% | +0.4% | -3.2% |
| 30D | -11.0% | -22.6% | +11.6% | -6.2% |
| 3M | -16.4% | -45.1% | +28.7% | -6.8% |
| 6M | -2.4% | -17.8% | +15.5% | -1.9% |
| All | -9.6% | +12.3% | -21.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling