-55.8%
FIG vs CARR
-3.6%
-52.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.1% |
| 7D | -16.3% | +1.6% | -17.9% | -16.0% |
| 30D | -14.3% | -8.7% | -5.6% | -16.2% |
| 3M | +7.2% | -12.6% | +19.7% | +3.2% |
| 6M | -18.6% | -1.5% | -17.1% | -20.2% |
| YTD | -35.5% | +14.3% | -49.8% | -43.5% |
| 1Y | -55.8% | -4.6% | -51.2% | -55.2% |
| All | -55.8% | -3.6% | -52.2% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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