-1.8%
CARR vs FTV
+37.8%
-39.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.4% |
| 7D | -0.7% | +6.6% | -7.3% | -3.2% |
| 30D | +0.3% | +19.1% | -18.8% | -6.9% |
| 3M | -14.9% | +13.1% | -28.0% | -19.3% |
| 6M | -14.9% | +14.0% | -28.9% | -19.4% |
| YTD | +7.0% | +24.2% | -17.2% | -4.1% |
| 1Y | -1.8% | +36.4% | -38.1% | -20.1% |
| All | -1.8% | +37.8% | -39.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling