+1.5%
CARR vs FTI
+267.9%
-266.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | -3.8% | -4.4% | +0.6% | -2.8% |
| 30D | -8.9% | +1.5% | -10.4% | -9.2% |
| 3M | -17.3% | +8.2% | -25.5% | -19.0% |
| 6M | -1.4% | +18.8% | -20.2% | -6.3% |
| YTD | +10.0% | +71.7% | -61.7% | -5.0% |
| 1Y | -6.4% | +90.0% | -96.4% | -21.5% |
| 3Y | +1.5% | +270.5% | -268.9% | -26.9% |
| All | +1.5% | +267.9% | -266.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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