-80.9%
FIG vs CARR
-13.5%
-67.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.7% |
| 7D | -14.5% | +0.6% | -15.1% | -14.3% |
| 30D | -13.3% | -8.7% | -4.7% | -15.1% |
| 3M | +7.4% | -18.4% | +25.8% | +2.3% |
| 6M | -27.8% | -0.6% | -27.2% | -30.1% |
| YTD | -41.1% | +10.9% | -52.0% | -47.3% |
| 1Y | -58.7% | -7.3% | -51.4% | -61.5% |
| All | -80.9% | -13.5% | -67.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling