-80.8%
FIG vs CARR
-15.4%
-65.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.1% |
| 7D | -12.2% | -4.1% | -8.1% | -13.0% |
| 30D | -11.0% | -11.0% | 0.0% | -13.3% |
| 3M | +11.9% | -16.4% | +28.2% | +6.7% |
| 6M | -21.9% | -2.4% | -19.5% | -24.8% |
| YTD | -40.8% | +8.4% | -49.2% | -47.3% |
| 1Y | -56.6% | -8.0% | -48.7% | -59.7% |
| All | -80.8% | -15.4% | -65.4% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling