+167.3%
B vs CARR
+10.8%
+156.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -6.2% | +2.2% | -8.4% | -6.7% |
| 30D | -6.6% | -0.8% | -5.8% | -6.4% |
| 3M | -7.9% | -13.4% | +5.6% | -4.8% |
| 6M | -16.8% | -16.4% | -0.4% | -13.6% |
| YTD | -11.7% | +4.5% | -16.2% | -12.3% |
| 1Y | +3.5% | -1.4% | +4.8% | +3.8% |
| All | +167.3% | +10.8% | +156.5% | +161.6% |
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