+221.5%
B vs CARR
+421.5%
-200.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -2.4% | -3.8% | +1.4% | -2.0% |
| 30D | +6.3% | -8.9% | +15.3% | +7.4% |
| 3M | +12.1% | -17.3% | +29.5% | +14.3% |
| 6M | -3.1% | -1.4% | -1.7% | -3.0% |
| YTD | +2.0% | +10.0% | -8.0% | +1.2% |
| 1Y | +51.7% | -6.4% | +58.0% | +52.4% |
| 3Y | +190.5% | +1.5% | +189.0% | +188.7% |
| 5Y | +158.0% | +9.3% | +148.7% | +150.1% |
| All | +221.5% | +421.5% | -200.0% | +269.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling