+425.9%
CARR vs FTV
+103.6%
+322.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.2% |
| 7D | +0.6% | -1.3% | +1.9% | +1.5% |
| 30D | -8.7% | -9.5% | +0.9% | -2.7% |
| 3M | -18.4% | -10.9% | -7.5% | -12.5% |
| 6M | -0.6% | -0.6% | 0.0% | -0.9% |
| YTD | +10.9% | +1.4% | +9.5% | +8.1% |
| 1Y | -7.3% | +17.6% | -24.9% | -18.3% |
| 3Y | +2.9% | -3.3% | +6.2% | +2.2% |
| 5Y | +9.6% | -0.1% | +9.8% | +4.6% |
| All | +425.9% | +103.6% | +322.3% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling