-42.8%
FIX vs CARR
-17.7%
-25.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.1% | +2.5% |
| 7D | +6.4% | -1.9% | +8.4% | +8.5% |
| 30D | -29.1% | -1.1% | -28.0% | -28.4% |
| 3M | -31.1% | -13.8% | -17.3% | -21.9% |
| 6M | -42.8% | -16.5% | -26.3% | -31.1% |
| All | -42.8% | -17.7% | -25.1% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling