+196.6%
B vs CARR
+2.2%
+194.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +9.5% | -8.7% | +18.1% | +11.5% |
| 3M | +14.3% | -18.4% | +32.7% | +18.9% |
| 6M | -1.9% | -0.6% | -1.3% | -2.0% |
| YTD | +4.1% | +10.9% | -6.8% | +2.3% |
| 1Y | +56.1% | -7.3% | +63.4% | +57.8% |
| All | +196.6% | +2.2% | +194.3% | +184.6% |
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