+75.6%
BA vs CARR
+395.6%
-320.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -0.6% | +2.2% | -2.7% | -1.5% |
| 30D | -8.0% | -0.8% | -7.2% | -8.0% |
| 3M | -25.8% | -13.4% | -12.4% | -21.3% |
| 6M | -27.6% | -16.4% | -11.2% | -22.8% |
| YTD | -21.0% | +4.5% | -25.5% | -24.9% |
| 1Y | -12.3% | -1.4% | -10.9% | -14.6% |
| 3Y | -12.8% | +10.0% | -22.8% | -22.8% |
| 5Y | -22.4% | +4.2% | -26.6% | -31.8% |
| All | +75.6% | +395.6% | -320.0% | -19.8% |
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