+10.7%
CARR vs FTI
+1,066.8%
-1,056.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | -3.8% | -4.4% | +0.6% | -2.9% |
| 30D | -8.9% | +1.5% | -10.4% | -9.2% |
| 3M | -17.3% | +8.2% | -25.5% | -18.7% |
| 6M | -1.4% | +18.8% | -20.2% | -5.2% |
| YTD | +10.0% | +71.7% | -61.7% | -1.7% |
| 1Y | -6.4% | +90.0% | -96.4% | -18.2% |
| 3Y | +1.5% | +270.5% | -268.9% | -22.6% |
| All | +10.7% | +1,066.8% | -1,056.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling