-79.9%
FIG vs CARR
-14.2%
-65.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.3% | +5.1% |
| 7D | -3.8% | -3.8% | 0.0% | -4.7% |
| 30D | -2.3% | -8.9% | +6.6% | -4.4% |
| 3M | +20.0% | -17.3% | +37.3% | +14.4% |
| 6M | -16.7% | -1.4% | -15.3% | -19.5% |
| YTD | -37.9% | +10.0% | -47.9% | -44.6% |
| 1Y | -58.5% | -6.4% | -52.2% | -61.3% |
| All | -79.9% | -14.2% | -65.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling